Assuming that you have read the downloading maps page to get your free maps, this page describes how to take several map files (in img format) and combine them into a bigger img file which you can load into your GPS receiver.
If the map image file is always called gmapsupp.img, then you can't just copy a bunch of img files onto the unit to see them all at once. Instead, they have to be merged into a single img file. Fortunately this is very easy using a free java tool called Mkgmap.
Firstly download the mkgmap program from the mkgmap download page. Here you will get either a zip or a tar.gz file, and from these you need to extract the single jar file (called mkgmap.jar). Put this jar file somewhere easily findable from the console.
To combine multiple img files into one gmapsupp.img file, simply call the mkgmap program like this:
java -jar mkgmap.jar --gmapsupp corsica.img cyprus.img mallorca.img malta.img tenerife.img
This creates a single new file called gmapsupp.img containing the five island files which can then be copied to the GPS receiver as before.
If this doesn't work for you, and the resulting combined img file only contains one of the source files, then it could be because the img files that you're trying to combine have the same map number inside them. Unfortunately I don't know of a cure for this, except for regenerating the img files with mkgmap and specifying a different map number for each.
In the software section there's a new tool to make calling mkgmap a little easier - you can select the files you want using a normal file selection gui, and then press the button to call mkgmap. The tool is called Mkgmapgui and is free.