As I don't know what you have called your files, you'll have to change some of the code to suit.
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MyDir = "C:\UK Win 2008\"
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MyDir = "C:\UK Win 2009\"
Note:
1. I've copied the headers from the first 2008 csv file and pasted them into sheet 1
2. Not having looked at all the file types, I'm not sure if all of them have 17 columns of data.
3. If you do need to change, alter the code below to suit
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Set Rng = Range(.Cells(2, 1), .Cells(Rws, 17)
5. It doesn't keep track of what has / has not been collated, so maybe it's best if you just do an entire year at a time.
https://youtu.be/O0UriveLddE