Make an NR database using Diamond

Hii,
I have downloaded NR database from NCBI’s website “ftp://ftp.ncbi.nlm.nih.gov/blast/db”. Total 72 files belongs to NR database. I have stored all these files in NR-Db directory. Now I want to make a database for sequence alignment with my paired end metagenomic reads using diamond. I have tried the following command to do this:
diamond makedb --in nr.gz --db nr
but I got the following message :
“diamond v0.9.9.110 | by Benjamin Buchfink buchfink@gmail.com
Licensed under the GNU AGPL https://www.gnu.org/licenses/agpl.txt
Check http://github.com/bbuchfink/diamond for updates.
#CPU threads: 16
Scoring parameters: (Matrix=BLOSUM62 Lambda=0.267 K=0.041 Penalties=11/1)
Database file: nr.gz
Opening the database file… No such file or directory
[0.033696s]
Error: Error calling stat on file nr.gz”

Although all files are there but still it through error. Please help me out.

Please download the database as a single file nr.gz from here:

ftp://ftp.ncbi.nlm.nih.gov/blast//db/FASTA/nr.gz

Thank you so much, sir.