epubs are zip files, they contain the (x)html. So extract them, head over to Sigil, open the first epub, add in the relevant content from the extracted ones - then merge as needed(i.e check if there are not extra covers and such, then order them correctly). Once you're done generate the ToC and pat yourself on the back.
You could also do it with the epub modification plugins in calibre and then convert to epub again to make sure everything is happy, however it'll most likely be less effort to just use an editor
