@edirnebilgisayr, both @snoops and @techhoss are correct; you may use one large file or several smaller files. Technically, one file should be faster and more efficient as the heads move less, minimizing seek time.
I use a few smaller files on 5TB and 8TB drives. Why? It was easier to plot. Sometimes the software would not finish one large file. So my 8TB drives have four 2TB files. Performance is good. I read 120TB in 26 seconds.