Use a video editor such as Adobe Premiere Pro, Final Cut Pro, DaVinci Resolve, iMovie, or CapCut
Open the editor and create a new project
Import the video files you want to join
Drag the videos onto the timeline in the desired order
Trim the clips if needed
Add transitions if desired
Export or render the final video as one file
Use a command-line tool like FFmpeg if you want to join videos without editing software
Convert videos to the same format, resolution, and frame rate if required
Place the files in the correct order before merging
Save the combined video to your preferred location