For me (on Ubuntu) both

xmgrace file1.xvg file2.xvg file3.xvg file4.xvg file 5.xvg

and

xmgrace file?.xvg

work fine. You could try

xmgrace file1.xvg -graph 1 file2.xvg -graph 2 file3.xvg -graph 3 file4.xvg -graph 4 file 5.xvg

With this command each file is imported into a separated graph. Use

Edit->Set opertions

to move/copy sets from graphs G1, G2, etc. to G0 and you have all data in the first graph.

You can try:

xmgrace -b file?.xvg

This is particular to your particular naming scheme for your files.

I'm on ubuntu and I'm not sure this works for xmgrace on other os's, but to superimpose data from another graph, what I do is open one file with xmgrace. "xmgrace whatever.xvg &"

Then in the toolbar of xmgrace at the top, there's a "Data" option. I click on that, scroll down and then click on "Import." Then, I click on "ASCII."

Then a pop-up window comes on the screen with a path to the folder I'm currently in and list of all the *.dat files available. I modify the *.dat to *.xvg and hit enter. Then it shows *.xvg files. After that I highlight whichever one I want, and click "OK" and xmgrace superimposes the graphs for me.

Here's an example of a plot I made in xmgrace where I superimposed the data from 5 plots.

For me (on Ubuntu) both

xmgrace file1.xvg file2.xvg file3.xvg file4.xvg file 5.xvg

and

xmgrace file?.xvg

work fine. You could try

xmgrace file1.xvg -graph 1 file2.xvg -graph 2 file3.xvg -graph 3 file4.xvg -graph 4 file 5.xvg

With this command each file is imported into a separated graph. Use

Edit->Set opertions

to move/copy sets from graphs G1, G2, etc. to G0 and you have all data in the first graph.

Or you can directly write

xmgrace .xvg .xvg .xvg .xvg

you will get a plot with all plots within same file.