SQL Server split mdf into multiple files
Who ever created the database did this on purpose.  Assuming that all the database files are part of the same file group (the database properties will tell you this) then all you need to do is do a DBCC SHRINKFILE any use the EMPTYFILE parameter.

DBCC SHRINKFILE (Example_1, EMPTYFILE)
GO
ALTER DATABASE MyDatabase REMOVE FILE Example_1
GO


Do that for each of the files and all the data will be put back into a single file.  You can then delete the extra files.

Now odds are this isn't hurting your performance any, so you'll need to continue investigating why you are having performance problems.