If you get a bunch of lose files like the OSCE CTP course gives you (63 small .mp4 files h264 encoded) and you prefer having a single large file then FFMPEG to the rescue!!!1
I did first create a list of all video input files
find | sort -u | awk '{print "file " $0;}' > files.txtand then created a single large file
ffmpeg -f concat -safe 0 -i files.txt -c copy output.mp4
For the OSCE CTP files the output is 778 MB. The brave might want to get the extra bits and encode from H264 to H265, but it takes very long (5h on my core i5) and only gives you some MB (778MB in H264 and 304MB in H265) …
ffmpeg -i output.mp4 -map_metadata 0 -map_chapters 0 -c:v libx265 -q:v 1 -c:a copy -preset medium h265_output.mp4