Seeking a database software package that analyzes the datafile and
automatically builds a table, sort of a like a wizard.

I have several HTML, DOC, XLS and PDF files that all need to merge
into a single database. I've been told there are smart database
packages that can accommodate this requirement.

$25 if your answer is freeware.

govmil-ga

Well, I am not a GA Researcher. However, I am familiar with databases,
and this is almost an easy question.

The short answer is that almost any DB can help you, including MySQL,
which is available for free.

The long answer is related to the format of the data to import. In
general, if you can get the data into CSV or Tab delimited, you are
going to be able to import the data into almost any db.

XLS, as long as you're talking about true contiguous columns of data,
is pretty much a straight shot. If you have different sets of data in
different locations on the same or different sheets, the conversion is
going to be as difficult as it is to separate the sets of data into
importable chunks/tables.

DOC and HTML and PDF won't necessarily easily import unless there are
defineable chunks of data.
If a DOC is a newsletter, what then is your goal to put in a database?
All of these formats *usually* don't have any real repeatable data
structure.
Are you looking for a full text search index? 
Are you looking for a way to retrieve a full file based upon some search criteria? 
Are you looking to use the database to hold the entire content in some
searchable way?
Are you looking to actually manipulate the contents of the data for
some reporting procedures?

As much as I would cringe saying this, your best bet might be to use
one of Microsoft's built-in find files searches to do your lookups. It
already knows how to search content and order by dates and all that
stuff.

More supplementary info on what your goals are would definitely be helpful.

Just a bit to add to what crythias has said.

I thought that you might of meant the html and docs to be referenced
by the database rather than fields of data. If I'm right in that then
your database can contain links to those documents. Though if it is a
public database then remember that not everyone will allow doc files.
Having them in PDF format is much better because these can not contain
virus's.

For direct direct import into a new table, then excel can export in
XML which most modern database packages can import from, but it can
also export as one of three standard DBF types. The MySQL that
crythias mentioned can use DBFIII and DBFIV exactly as they are, but
so can most other database engines.