Use the 'Copy Data' activity to individually copy each file from the source system to the destination.

Combine the small files into larger files using a custom script or application before loading them into the destination.

Use the 'Wildcard' path in the 'Copy Data' activity to copy all files from the source system to a staging area and then process them in the destination.

Enable the 'Enable staging' option in the 'Copy Data' activity to use a temporary storage for intermediate processing.