Each SHP file, of course, is limited to data of a single geometry type (points, multi-points, lines, or polygons), whereas KML files can hold multiple geometry types together in the same file.

Using the TatukGIS Editor product, the procedure to combine all the exported data into a single KML files is:
 

• Export the data from each SHP layer into a separate KML file.
• Use the Layer Merge feature to merge each of the KML layers, one-by-one, into a single KML file.

The procedure is the same for exporting SHP data to other file types, such as DXF or GML, which also allow storage of multiple shape types in a single map file.