How do I link to multiple stylesheets as one file? (And multiple javascripts as one JS src)

I see in the control panel that the ExpressionEngine code has JS and CSS files linked like this:

(Example JavaScript)

src="admin.php?S=0&D=cp&C=javascript&M=combo_load&file=cp/global_end,cp/files/picker&v=324982374982"

How do I construct a link like that for my stylesheet and JavaScript templates?