You can use one of the free online sources that lets you combine PDFs, like
https://smallpdf.com/merge-pdf or
https://combinepdf.com/
I haven't tested those; I use Acrobat Pro to combine or split PDFs, but that's pricey for anyone who doesn't actively need all its features. Check the output before using it multiple times - see if they put a watermark on the pages or something like that. It may help to make sure the filenames are in the correct order first; maybe add a prefix of "01-, 02-," etc. as appropriate.
The other option is to import them to Calibre, convert to Epub, and use the EpubMerge plugin to combine them. However, you're likely to wind up with line breaks at the ends of pages, and possibly matching original lines in some cases, and table conversion is terrible.
If you want them converted to another format, I recommend using an online combine-PDF service, then using something to convert that to Word, then reformatting as needed, then importing & converting to epub. Which is a pain, but would get you a functional epub. But if you just need a single PDF for personal use... there are plenty of online "throw in multiple PDFs; download a single combined file" options.