There's no fixed limit, it's more about the combination of
the number and the size of the files at which point doing anything
on the authoring front slows things down. I split a project of
around what was then about 10,000 files into smaller projects and
used merged webhelp where I contain projects within a maximum of
around 4,000.
Like I say, there's no hard and fast rule. You'll know when
it is getting too big.
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