Usually you'd start the other way around, with a single complete score; then use the Parts facility to create the individual parts from them.
But if you already have all those parts in separate files, then the way to go is to create a score with all those instruments, and then copy-paste them in.
As copy-paste does not copy system things, such as time signatures, I'd advise you to start from one of the part scores and do a Save-As on it to use it as a starting point for making the full score.
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Usually you'd start the other way around, with a single complete score; then use the Parts facility to create the individual parts from them.
But if you already have all those parts in separate files, then the way to go is to create a score with all those instruments, and then copy-paste them in.
As copy-paste does not copy system things, such as time signatures, I'd advise you to start from one of the part scores and do a Save-As on it to use it as a starting point for making the full score.