The decision is up to you. There are trade offs.
With separate files for each table, you may be able to deploy future updates more easily by updating just a single file instead of having to import data into all of them. On the other hand, password security can be more complicated with this approach. You either have to set up external authentication or define identical account names and passwords for each of your users in each file.
Many developers split their systems into just two files. An interface file with all the layouts, scripts etc. and a Data file with all the tables. Since most updates involve changes to the interface rather than the table schema, most updates can be deployed by simply swapping out the old interface file for the new.