This should get you started (untested, but gives an outline of how you could do this):
D = 'path to the folder where the files are saved';
S = dir(fullfile(D,'*.txt'));
C = {S.name};
T = regexp(C,'^.{3}','once','match');
U = unique(upper(T));
for k1 = 1:numel(U)
X = find(strncmpi(C,U{k1},3));
N = numel(X);
A = cell(1,N);
for k2 = 1:N
F = fullfile(D,C{X(k2)});
A{k2} = ...whatever file importing that suits your file format.
end
M = vertcat(A{:});
F = sprintf('%s merged.txt',U{k1});
... save matrix M with filename F using whatever file exporting that suits your data
end
