I'm not sure what you mean by "single file multiple scripts" but to execute multiple scripts in a single step, you could use sqlcmd
You can create a main script that uses sqlcmd to execute the scripts - it would just be something like:
:r c:\ScriptsDirectory\fileA.sql
:r c:\ScriptsDirectory\fileB.sql
:r c:\ScriptsDirectory\fileC.sql
:r c:\ScriptsDirectory\fileD.sql

And then execute the main script from the command line with sqlcmd with the input being the main script.
Or you can just execute that list in SSMS by changing the mode to sqlcmd.

Sue