Your title is almost useless - you are posting in the Syncsort section so obviously you need Syncsort help - unless you are one of these people who do not know the difference between Syncsort and DFsort. Which you are not as you also mention Syncsort in the body of your question.
So, you presumably have access to the Syncsort manual and, I believe, the bit you need to concentrate on is JOINKEYS. On the other hand I am not 100% sure as on re-reading your post I am now getting the feeling that you have one record in each file. do the records have a matching key across the lot of them?
If your files have multiple records can there be duplicates in one, many or all files? If so, what is to be done with the unmatched records?
The problem I have is that people can explain things quickly but I can only comprehend slowly.