For a folder of images, just zip them up into a zip file and add it to calibre, calibre will automatically import it a a cbz (comic book file). You can use the command line zip tool and the calibredb tool to automate this process.
There are many freely available tools that can merge pdf files, but calibre itself does not have that capability (at least not in easily accessible form). Once merged, you can again use calibredb to add the resulting file to calibre from a script.
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