Drag your first audio file into Audacity.
Wait for the audio file to finish processing. This could take a few seconds to several minutes depending on the speed of your computer. Drag the second audio file into the program. It appears in a separate clip beneath the first audio clip.
Copy the entire contents of the second audio file by double clicking on the wave within the second clip, then going to the "Edit" menu and selecting "Split Cut."
Place the cursor at the end of the first audio file. You can use the arrow keys to position the cursor directly at the end of the first audio file. Paste the audio file by going to the "Edit" menu and selecting "Paste." This will paste your file to the end of the original audio file, creating one combined audio file.
Select the "File" menu and click on the "Export" menu. Select the type of audio file you would like in the options drop-down box, and then click "Save" to save your file.