What I typically do in Sigil is as follows:
1. open each epub in Sigil and use the ReRenamer tool to prefix file names in one go to add something like Book1, etc and save it.
2. Open Book1, and then use Add Existing ... to add the html files in Book2 (it will pull in linked images and stylesheets automatically)
3. Repeat for remaining books.
4. Use BookBrowser's move capability to organize files into whatever folders you want
5. Recreate ToC
If this is an epub 3, remember to pull any existing javascripts by hand. And do not forget to use the Update Manifest Properties tool.
Using an EpubMerge plugin is probably easier
... I will look into creating and adding a Sigil plugin to do that in the future!