I’m not able to find such a thing as a “tascam sd 25”. Perhaps you could post a link to the product page on the Tascam website.
Also, which version of Audacity?
You have 8 separate files? You can import them one at a time File → Import-> Audio, or hold-down the Ctrl key and left-click to select multiple files.
You can use the time-shift tool if you want to move them around or [u]here[/u] are some instructions for making one longer file by splicing two shorter files (which you can repeat for 8 files).