One method would be to the export the data into a single data source than combine them there. After they have been combined you canould connect to them in Tableau Desktop. Another option would be to Extract the data source into Tableau, then the Tableau Extracts could be unioned, given the columns hav similiarily named headers and data types.
Hope this helps!
my demand would be to extract from time to time adding new data and from what I knew this is only possible in Tableau on line ... is this? If yes, when I extract from what I understood of your explanation, the tables will be "native" in Tableau environment and I can add them to it?