$files = (dir *.txt)
$outfile = "out.txt"

$files | %{
    $_.FullName | Add-Content $outfile
    Get-Content $_.FullName | Add-Content $outfile
}
 if you only want the filename, but not the path, switch the line which is $_.FullName | Add-Content $outfile to read $_.Name | Add-Content $outfile