You can create a batch file and list down all the sql script files in the batch file which you want to execute in the desired order and execute the batch file.
Something like this
SQLCMD servername DbName -E -Script1.sql
SQLCMD servername DbName -E -Script2.sql
SQLCMD servername DbName -E -Script3.sql
and so on...
Please check for the exact syntax for the SQLCMD.
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I am just an another naive wannabe DBA trying to learn SQL Server