As long as the files are the same codec and resolution and stuff, it works just fine (I just used this earlier today to combine 20 short instagram stories into one video).

Merging works great. Drag multiple files to the main window. A dialog pops up to allow you to select the order of the files. Then merge and a new merged file is created.

I do it all the time, first cutting up my long GoPro videos in to the actually interesting segments and then merging those all together. Works great.