Pega Robotics PDF Components do not have a means to merge multiple files into one. You'd need to write some custom code using a third-party library. Here's an article I found on StackOverflow using a third-party library.

https://stackoverflow.com/questions/808670/combine-two-or-more-pdfs

You can either create this as a component or probably even create a script in your solution once you add the appropriate references.