In case you will be unable to use MKVToolsNix for whatever reason, there is an older tool which is able to append files quite well: AVIDemux.
The process is trivial. Start the program and open your first file.
You then select append from menu and select files that you want to append.
That is it. Now you simply save the output. Take a note that the video ...
This is absolutely not a problem. You can do this with MKVToolNix (specifically with it's GUI, since that is what you have requested).
I am on Debian GNU/Linux, if you use something different your screenshots will differ, do not worry about it.
First start the application and add the very first file to it.
Now you will need to drop other files, when you ...