In my new project I’m going to have quite a lot of .md files in the Content folder. What it a good way to put all those files into one file as sections? What would be the format and inner structure of that file? How I would reference info from those sections?
It’s quite unclear what you are asking here. A .md file will result in a web page. 10 .md files will result in (at least) 10 web pages. There is no function in Hugo to put x web pages into one single .md file.
You could move them into a headless bundle: https://gohugo.io/content-management/page-bundles/#headless-bundle
I don’t know much beyond that example in the docs. 
Thank you for the info - I will look into this.
I am looking for a way to put data from separate .md files in Content folder into one .md or .yml file - what is so surprising about this? Like you can create a yourinfo.yml file in your Data folder and store whatever you want in designated sections of this file. I mean what is a good way to do that in the Content folder. May be someone did that before.