Collecting logs from different files and then writing to disk

I am working on an application with the following scenario:

1. Loop through multiple devices connected to server (e.g. 200 devices)
2. I get logs from these devices and send it back to server
3. Once I receive the logs I write them to create a file on server location

A file will be created corresponding to a device. So if there are lets say 200 devices then 200 different files will be created

So my question is what should be good practices in doing these operations. I am planning to do these operations sequentially in the loop which loops through each device.

Can multithreading be useful here ? Also, I am using Java 8