I've written an article for TechTarget.com about using master documents in OpenOffice.org Writer.
Master documents are used to combine lots of other Writer documents. They're similar to Word master files or Frame book files in that they organize your subdocuments, let you create a unified table of contents, etc. They're a bit picky but once you've got them set up, they work quite reliably.
I've also written an article for TechTarget.com about how to bring spreadsheets into master documents,
too. You link the spreadsheet to a Writer document, then bring that
"dummy" writer document into your master document. It's a hack but a
practical hack since big publications often need to combine different
document types. There's an approach (even hackier, but useful) for
bringing in presentation content, too.