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You question puzzles me. What do arrays have to do with your ability to "merge" files of any type? If you are simply trying to "merge" the data of several files into one larger file, I would recommend simply opening each file and reading directly into a separate destination file. Rinse and repeat reading each source file into and appending it to the end of the choosen destination file. Try creating a stream to read from the source file, and a stream to write to the output file. Read from one, and write to the other.
If you are trying to read everything into memory, then I would suggest creating a wrapper class to help identify the data from the file along with the file information, so you can keep things organized. After that, there isn't much I can advise you on.
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