Take MP4 as the video format to do operations.
Step 1: First of all, put all video files to be combined in one file folder and name it MP4;
Step 2: Then visit ffmpeg.zeranoe.com. In the "Builds" option, download FFmpeg Static on your COMPUTER;
Step 3: After that, get into this MP4 file and open the "bin" file folder. You need to copy the ffmpeg.exe file to the MP4 file folder;
Step 4: Next, please right-click the Windows icon or press Windows + R on the keyboard and type cmd.exe to open Command Prompt on your computer;
Step 5: After entering the Command Prompt WINDOW, you ought to change the path of the MP4 file folder;
Step 6: Now, type command: (for %i in (*.mp4) do echo file '%i') > mylist.txt and press Enter. Then you will get a mylist.txt file that covers all MP4 files on this folder;
Step 7: Lastly, type command: ffmpeg -f CONCAT -i mylist.txt -c copy output.mp4 to start combine videos with FFmpeg. If nothing unexpected happens in the process, these videos will be quickly merged into a file named output.mp4 in the MP4 file folder.
If you think this is a little complicated, you can try an easy FFmpeg alternative - Joyoshare Video Joiner.