How do you join video files together?

Depending on the format of the movie, ,avi, mpeg4, divx, etc., you'll need to get editing software of some type. It might consist of different programs like a file combiner and then editor. You might also want a converter for changing one format into another as well as buring software for your computer, depending on its capabilities.

It's all possible, but you didn't supply the specifics. You can get almost all (if not all) of the software you need in the internet in the form of freeware or shareware. You just need to put some time in and research it and then experiment until you get the results you want.

You'd have to use a video editing software to merge both video streams into one in whatever effect you're after, maybe split screen or small first video frame inside large second video frame, etc..