This operation is one of the most simple. In order to merge several files you need to add them to the scene and set time when each file will appear so that appearance of files is arranged one by one. For this purpose place the objects on timeline the way that one begins when another ends.
You can achieve the same result using "Set blocks order" button. If you mark these objects on a timeline and click this button, you will automatically place objects sequentially one by one. If you need to set interval between the marked blocks, click "Set order with offset". You may set object position by cursor position clicking "Move blocks to cursor position" and "Align blocks by cursor position".
You may also set time of object appearance manually using object properties. For instance if duration of the first object is 343 frames then we shall create scene with sequential objects by setting time of the second object equal to 343 frame.
After these actions both files will be merged in a result file during project export and will follow one the other.
Another method of merging several files is to use "Wizard". For more information refer to section "How to create slide-show: make sequential change of videos or images".
You can get more information about the program on Free Video Editor' description page.