How to combine 2 or more equal Excel-files in 1 Pivot Tabel

Can anyone help me?
I am currently working on a file that is becoming far too large to be able to work with it properly. (960,000 lines and 39 columns). To make the document workable I split it into 4 quarters (all the same columns and in the lines there are equal subcategories). These documents are easier to open. However, I would like to put a pivot table on the total make. I thought I could do this by creating 1 multi-resource PivotTable but can't figure out how to do that. I can find how to bring together a PivotTable from different worksheets with different content, but not how to reduce 4 equal files to 1 PivotTable.
Is this even possible and how?

Someone more experienced may be able to provide a better answer, but I'll help out as much as I can.

I've achieved this using Power Query before.

What the pro said.