Code:
Sub STEP3()

    Shell Environ$("COMSPEC") & " /c  COPY ""C:\Users\WolfieeeStyle\Desktop\Orders History\*.txt"" ""C:\Users\WolfieeeStyle\Desktop\Orders History\Alert..txt""", vbHide

    Application.Wait (Now + TimeValue("0:00:05")) 'maybe increment 5 if a lot of txt files need to be processed.
    
    Set fso = CreateObject("scripting.filesystemobject")
    
    For Each fl In fso.getfolder("C:\Users\WolfieeeStyle\Desktop\Orders History\").Files
            If fl.Name <> "Alert..txt" Then fso.deletefile fl
    Next
    
End Sub