Perhaps something like "COPY FROM PROGRAM 'cat /path/*.csv'" would work for you?
he's using HEADER, so cat wouldn't work. he's also using MSDOS/WIndows style filenames, so cat won't work, anyways..
There are windows equivalents of cat.. But you're right, I didn't think of the header part.
I'd suggest using something like pgloader, but I don't know if that runs on MS Windows, either. its very powerful for doing bulk imports from a wide range of formats, and even allows data manipulation.
I assume it does if you can figure out how to build it. But I don't think there are any packages provided for it, so it can be a bit of a challenge.
