When we need to merge multiple video files into a single file, there's an interesting tool called mkvtoolnix we can us. We can install it using the Linux software repository as follows.
sudo apt install mkvtoolnix
Let's say we have three mp4 video files which we need to merge and build a single mkv file. We can do it in the following way.
mkvmerge -o full-video.mkv part-1.mp4 \+ part-2.mp \+ part-3.mp
Meanwhile, I learned that there's a GUI version of the tool called mkvtoolnix-gui which I should explore later. For the moment, we can install it using the following command.
sudo apt install mkvtoolnix-gui