add all your files to a text file, say
merge.txt that needs to be merged together. The file names can be full path or just the file names. If you just go with filenames then it is simpler to keep this
merge.txt next to the files to be merged.
file a.mkv file b.mkv file c.mkv
cmd to merge files:
ffmpeg -f concat -safe 0 -i merge.txt -c copy result.mkv
If you place
merge.txt file next to the files to be merged then
-safe 0 is not required.
Note: ffmpeg can merge files of different types- but it best if you merge files that have been encoded with same encoder and same settings.
further details on ffmpeg documentation here: https://trac.ffmpeg.org/wiki/Concatenate