First your form needs to support merging. This is in the form options.
Next the different forms you want to import either need to be of the same schema, or you need to write some custom import XSLs for each schema (too much to get into here... but Microsoft has some tutorials on this).
Once you've got the above in place, you either import one form at a time from each of your five libraries (manual process). Or your download all 5 forms into a single forlder, and then do your import by selecting all five forms from that folder.