If you copy one file to another with the same name, the file being copied
will replace the other. The method for doing so has been outlined already
in this thread.
If you mean, how to combine the files, assuming the file types are the same,
in other words created and opened in the same application, the easiest way
to do this would be to open the file you wish to copy, copy the data within,
close that file, open the file to which you wish to add the data and paste
that data into the file.
If this is not what you are trying to do, you need to rephrase your question
in order for us to help you.