There are many ways to do this: "I want to copy three datasets into one dataset". We are continually picky about terminology, because to get the correct answer, someone/thing, has to understand in its entirety, even if it is only the Computer.
A good way is with DFSORT/ICETOOL. Another good way is with IEBGENER, which, depending on your installation, may invoke DFSORT for certain operations anyway. Something like this.
//CONCAT EXEC PGM=SORT
//SORTIN DD DSN=A,DISP=OLD
// DD DSN=B,DISP=OLD
// DD DSN=C,DISP=OLD
//SORTOUT DD DSN=ABC,DISP=(NEW...
//SYSOUT DD SYSOUT=*
//SYSIN DD *