How to combine pgn files?

Currently there are many platforms for playing chess online. For those of us who want to learn the game of chess from Grandmasters, for example, we will probably get more insight from their online accounts than from the results in official tournaments.

A chess player may play on multiple platforms, and even having multiple accounts on one platform, we can combine their entire databases to find our own playing style. It is also possible that we will face them, and it is a good idea if we look for them from their online game database.

The following is a guide to processing several PGN files in one file.

To get the player database, we can search for it ourselves and specifically for the lichess.org platform, in this case I got Magnus database using lichess.org/games/export/

For chess.com you may get it with premium features or you can download it manually. Please comment if you have a more practical way.