This tutorial assumes you have a series of .MKV files you want to combine into a single file. They can be in a single location or various places on the file system.
Create your input text file; name it InputFiles.list. The format is like:
file './path/to/file1.mkv' file './path/to/file2.mkv' file './path/to/file3.mkv'
Run ffmpeg specifying your input file like:
ffmpeg -f concat -i InputFiles.list -c copy CombinedOutputVideoFile.mkv
The resulting file CombinedOutputVideoFile.mkv is the single file comprised of the individual pieces.