Try the following:-
EDIT :- Make sure you have SQLCMD enabled by clicking on the Query > SQLCMD mode option in the management studio.
A) Suppose you have four .sql files (script1.sql,script2.sql,script3.sql,script4.sql ) in say in a folder c:\scripts.
B) Create a main script file (Main.sql) with the following:-
:r c:\Scripts\script1.sql
:r c:\Scripts\script2.sql
:r c:\Scripts\script3.sql
:r c:\Scripts\script4.sql
Save the Main.sql in c:\scripts itself.
C) Create a batch file named "ExecuteScripts.bat" with the following:-
SQLCMD -E -d<YourDatabaseName> -ic:\Scripts\Main.sql
PAUSE
[Remember to replace with the database you want to execute your scripts. For example, if the databese is "Employee", the command would be following ]
SQLCMD -E -dEmployee -ic:\Scripts\Main.sql
PAUSE
D) Execute the batch file by double clicking the same.