Combining pieces into one file
Building the list
Load everything you want to join, then choose Combine.
Select a file in the bin and press Add Selected Audio or Add Selected Video, depending on the mode. It joins the list in the order you add it.
The same source can go in more than once, which is how you repeat a section without duplicating the file on disk.
Ordering
Move Up and Move Down on the selected entry. Remove takes one out, and asks you to confirm.
The list plays top to bottom. What is at the top is what the viewer sees first.
Crossfades
Crossfade (seconds) sets the blend at every join in the list. It is one value, applied throughout, rather than a different length at each join.
Half a second is the usual answer for audio and for picture both. A crossfade needs frames from both sides of the join to blend, so a piece trimmed to the exact frame has nothing to give and the blend comes out shorter than you asked for. Leave a little at each end when you clip.
Set it to zero for hard cuts, which is what you want most of the time on picture. A dissolve between every shot reads as filler. See What a transition says.
Mismatched pieces
Joining files that differ in frame rate, dimensions or sample rate means something has to give. The program conforms them to the settings in the properties panel, which is the right behaviour but is not free: a 30fps piece conformed to 24 loses frames, and a small picture conformed up to a large one gets soft.
The better answer when the sources differ a lot is to convert them all to one set of settings first, then combine. One extra pass, and every join behaves.
Export settings
The properties panel carries the format and quality for the combined output, the same set of controls as Convert. See Converting, and which format to pick.
The command that will be run is shown and can be selected and copied.
Joining audio recorded on different days
Level differences between sessions are the thing people forget. Two interviews recorded a week apart will not match, and a listener notices immediately when one is louder.
Even them out first with Target loudness (LUFS) in Audio mode, then combine. Fixing it afterwards means processing the whole joined file, which affects the parts that were already fine.