Use either of the methods shown in the documentation:
For example:
N = 2; % number of files
C = cell(1,N);
for k = 1:N
F = sprintf('RR.data.%u',k);
C{k} = dlmread(F);
end
M = vertcat(C{:});
Giving:
>> M
M =
0 850 0
0 850 0