You can specify more than one input filename. Therfore the filenames have to be numeratet. The first filename is given by the -f0 option. All numbers have to be in a row, now number can be missed.
Right:
gr_copy -f0 test.dat -f1 test1.dat -f2 test2.dat
Wrong:
gr_copy -f0 test.dat -f2 test1.dat -f3 test2.dat
The points from different files will be stored in different sets. The number in the parameter -f gives the order of reading the files.