You don't "copy", you just read each file and catenate the (I presume) 2D array to the third dimension of the initial array.
d=dir('PIV_1_*.dat'); % return directory of wanted files--adjust wildcard pattern to suit
tmp=importdata(d(1).name); % read the first file
uv=zeros([size(tmp) numel(d)]); % allocate room for the number files
uv(:,:,1)=tmp; % load first array first plane
for i=2:numel(d) % now do the rest
uv(:,:,i)=importdata(d(i).name);
end
