One way to do to this is to leverage the docview function from MATLAB Report Generator and the mergePDFs function created by Benjamin Großmann:
% Step 1: Find all Word Documents in local directory and convert to PDF
files = dir('*.docx');
for i=1:length(files)
file = files(i);
filename = file.name;
docview(filename,'convertdocxtopdf','closeapp');
end
% Step 2: Merge all PDFs in local directory into a single PDF
pdffiles = dir('*.pdf');
pdf_filenames = {pdffiles.name};
outputFileName = "combinedDocument.pdf";
mergePdfs(pdf_filenames, outputFileName); % requires mergePDFs Add On installation