I see nothing wrong here, but try it without using defined constants to check, what could be wrong, e.g.

nFiles = adir(laFiles, "c:\BW\Process*.dat')

>I changed aBWFile to aBWFiles in the LOCAL declaration. I also set the path as follows:
>
>

#DEFINE SOURCEPATHNAME = "c:\BW\"  && this is the BW Directory with absolute path

>
>Yet got the "Missing Operand" on the following line:
>
>

nFiles = ADIR(aBWFiles,SOURCEPATHNAME + SOURCEFILEMASK)

>
>
>
>>
>>>>

#DEFINE SOURCEFILEMASK = 'PROCESS*.DAT'
>>>>cConCatString = ''
>>>>nFiles = ADIR(aBWFiles,SOURCEPATHNAME + SOURCEFILEMASK)
>>>>FOR i = 1 TO nFiles  && this avoids all copies if no files were found
>>>>   cConCatString = cConCatString + FILETOSTR(SOURCEPATHNAME + aBWFiles[i,1])
>>>>ENDFOR
>>>>=STRTOFILE(cConCatString,'MyConCatFile.DAT',.F.)  && .T. would append to any existing MyConCatFile.DAT found
>>>>RELEASE cConCatString  && releases the large string memory allocation