@Senthil Murugan RAMACHANDRAN The best practice with respect to Azure Machine learning is to register your dataset and version it if you would like to retrain it to create a new model. You can infact have multiple csv files in your storage and create a single tabular dataset from the files. For example:
Here we are using files from a blob container which are placed at different times and registering the dataset with versioning. If you would like to add more file, you can simply add more csv files to the web path and then register a new version or use the older versions again if required.
# create a TabularDataset from Titanic training data
web_paths = ['https://dprepdata.blob.core.windows.net/demo/Titanic.csv',
'https://dprepdata.blob.core.windows.net/demo/Titanic2.csv']
titanic_ds = Dataset.Tabular.from_delimited_files(path=web_paths)
# create a new version of titanic_ds
titanic_ds = titanic_ds.register(workspace = workspace,
name = 'titanic_ds',
description = 'new titanic training data',
create_new_version = True)