Combining data from multiple Sheets in a single Workbook to a single Sheet for use with a different program is a task that VBA is suited for nicely.
The code below is heavily commented to explain what is happening in each step, though the LastOccupiedRowNum and LastOccupiedColNum functions are not. Identifying the last occupied row / column is foundational to VBA programming and is explained masterfully here: Error in finding last used cell in VBA
In a nutshell, the two most important takeaways are the Workbook.Worksheets property and the Range.Copy method.
Option Explicit
Public Sub CombineDataFromAllSheets()
    Dim wksSrc As Worksheet, wksDst As Worksheet
    Dim rngSrc As Range, rngDst As Range
    Dim lngLastCol As Long, lngSrcLastRow As Long, lngDstLastRow As Long
    'Notes: "Src" is short for "Source", "Dst" is short for "Destination"
    'Set references up-front
    Set wksDst = ThisWorkbook.Worksheets("Import")
    lngDstLastRow = LastOccupiedRowNum(wksDst) '<~ defined below
    lngLastCol = LastOccupiedColNum(wksDst) '<~ defined below
    'Set the initial destination range
    Set rngDst = wksDst.Cells(lngDstLastRow + 1, 1)
    'Loop through all sheets
    For Each wksSrc In ThisWorkbook.Worksheets
        'Make sure we skip the "Import" destination sheet!
        If wksSrc.Name <> "Import" Then
            'Identify the last occupied row on this sheet
            lngSrcLastRow = LastOccupiedRowNum(wksSrc)
            'Store the source data then copy it to the destination range
            With wksSrc
                Set rngSrc = .Range(.Cells(2, 1), .Cells(lngSrcLastRow, lngLastCol))
                rngSrc.Copy Destination:=rngDst
            End With
            'Redefine the destination range now that new data has been added
            lngDstLastRow = LastOccupiedRowNum(wksDst)
            Set rngDst = wksDst.Cells(lngDstLastRow + 1, 1)
        End If
    Next wksSrc
End Sub
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'INPUT       : Sheet, the worksheet we'll search to find the last row
'OUTPUT      : Long, the last occupied row
'SPECIAL CASE: if Sheet is empty, return 1
Public Function LastOccupiedRowNum(Sheet As Worksheet) As Long
    Dim lng As Long
    If Application.WorksheetFunction.CountA(Sheet.Cells) <> 0 Then
        With Sheet
            lng = .Cells.Find(What:="*", _
                              After:=.Range("A1"), _
                              Lookat:=xlPart, _
                              LookIn:=xlFormulas, _
                              SearchOrder:=xlByRows, _
                              SearchDirection:=xlPrevious, _
                              MatchCase:=False).Row
        End With
    Else
        lng = 1
    End If
    LastOccupiedRowNum = lng
End Function
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'INPUT       : Sheet, the worksheet we'll search to find the last column
'OUTPUT      : Long, the last occupied column
'SPECIAL CASE: if Sheet is empty, return 1
Public Function LastOccupiedColNum(Sheet As Worksheet) As Long
    Dim lng As Long
    If Application.WorksheetFunction.CountA(Sheet.Cells) <> 0 Then
        With Sheet
            lng = .Cells.Find(What:="*", _
                              After:=.Range("A1"), _
                              Lookat:=xlPart, _
                              LookIn:=xlFormulas, _
                              SearchOrder:=xlByColumns, _
                              SearchDirection:=xlPrevious, _
                              MatchCase:=False).Column
        End With
    Else
        lng = 1
    End If
    LastOccupiedColNum = lng
End Function
Using the macro recorder like you seemingly did above is a great way to start learning about VBA, but you'll quickly hit a wall when it comes to loops.
You can see this code in action and learn more about the included concepts in this 4-minute walk through: https://www.youtube.com/watch?v=vbC2lGLFXS0&feature=youtu.be