Select all curves, then choose Edit>Group. (or you can do the shortcut which is ctrl + g)
Every time you want to select the group you can either select one of the curves then press the up arrow key or choose Window>Outliner and select the group there.
Now... if you want to actually join the curves together so that they are one single curve, you simply select two curves, then choose EditCurves>Attach. If you do this, you might have to play around with the options a little to achieve the desired results. Also, if your curves attach at the wrong ends, select one of the curves, and choose EditCurves>ReverseCurveDirection.
Hope this helps.