These seem to be simply text files. It is best to use leading zeros to get the order right which means you need to rename the files. To make a mobi or azw file most people start with an ePub these days. Even Amazon tools can work with an ePub and convert it to an AZW. I would suggest you are going to have to concatenate the files anyway at some point. You will need some sort of word processor. Calibre can be used. Atlantis Word Processor can create ePub and Mobi directly as can a few others. Not all create a clean file if you have some special formatting but txt files are easy since they don't have much formatting but hard in that they depend on spaces and CR/LF to define what spatial formatting they do have. There is some help in our wiki on
HowTo: Create an eBook.
Also see the wiki page
FLAG for a tool that can do some of the work for you.
Dale