Open a digital audio program with MIDI readability. This would include most major multi-tracking programs like Pro Tools, Logic, Audition, Cubase, Reason or GarageBand. If you do not have any MIDI editing software, you can download a free editor online, such as RoseGarden, QTractor or LMMS.
Create a MIDI track on your screen, if you do not already have one available. Your "tracks" (an industry term for individual recording layers) appear in a list from the top to the bottom of your window, and span horizontally across the screen, with the titles listed in the left column. If you see MIDI tracks already on your screen, indicated by a title such as "MIDI Track 01," "Software Track 1" or "Instrument Track 1," click it once to select it. If MIDI tracks do not appear, click your "New Track" option, sometimes appearing on the software window, but often on the menu bar, appearing beneath the "Track" or "File" menu. Select "MIDI Track" or "Software Track" when prompted to choose your track type.
Import your MIDI files into the software, unless you already have MIDI regions loaded into your software and ready to merge (in which case you can proceed to the next step). Locate the files on your hard drive and drag them directly onto the software window using the mouse. Place them on the blank, horizontal space of your chosen track, in the order in which you would like them to appear. For example, drag your first file to the beginning of the track, on the far left side of the recording space, and it will appear as a rectangular bar, known as a "region." Drag your second file and place it directly to the right of the first region, as it appears in the track. Place each subsequent file directly to the right of the preceding file, so that the regions connect without overlapping.
Hold down the "Shift" key on your keyboard and click each region once to highlight it. Some programs will also let you select multiple regions by dragging your mouse over them. After you select every region that you want to merge, locate and click the "Merge" command, sometimes labeled as "Join." This option usually appears beneath the menu bar. For instance, in Logic and Pro Tools, the option appears under the "Region" menu. In GarageBand, the option appears under the "Edit" menu. After you input this command, your regions will merge as one.