Let you have two separate file such as "A.avi "and "B.avi". Now you want to create a file C.avi that contain all of content of file A.avi and B.avi. In generally for this you have to want to use software but you can do this by windows command.

Process:
1. Open command prompt by "windows+r" write "cmd" and press enter.
2. Go to the drive where files having A.avi and B.avi by "cd D:" (D is the drive).
3. Write command "copy<space>/b<space>A.avi+B.avi<space>C.avi" and press enter.
4. Wait sometime until showing " 1 file(s) copied."


NB: In image my files was in F drives Download folder, and 3.avi creating from 1.avi and 2.avi.
Now you can see the C.avi is the compact file to A.avi and B.avi. By this process you can create all type of video files to one compact file.