Phil, it's really cool!  Think Msword, and copy and paste.
Open both files, copy one to the clip board, switch to the other file, with 
control-f6, and from the edit menu, you can paste to the beginning, finnish 
point or end of the file.  I haven't tried pasting in to the middle of a 
file, but their is a paste option, so I bet you could do it.  I just use it 
to make album sides in to one file, before I split the file in to individual 
song tracks.