Audiobook Software

How do you merge audio files?

I downloaded an audiobook which is in ten parts. Is it possible to merge them all together into just one file, and which editing software will i need to do that? I don’t have any sound editing software installed on my computer.
Thank You! I’ve installed Audacity now, but i’m still confused. Please can you be a little more specific, explain how i do it step-by-step?

install audacity. its as simple as word.
open the sound files, copy and paste back to back and save,.

New First Certificate Masterclass [VHS] £170.38 …

New First Certificate Masterclass [VHS] £88.12 …

New First Certificate Masterclass [VHS] £99.88 …

Doctor Who Tardis USB 4 Port Powered Hub Station £10.23 Lead length:140cm…

Sandisk 4GB Sansa Clip MP3 Player with Radio – Silver £24.99 …

Jewtopia: The Chosen Audiobook for the Chosen People $19.98 From the creators of the smash hit play comes the ultimate audiobook of Jewish humor….

Audiobook Blunders (Unabridged) $10.29 Have you ever wondered what happens behind the scenes during an audiobook recording session? Find out….

Neuro-Linguistic Programming For Dummies Audiobook $6.89 This audiobook stands alone as an introduction to a long-established branch of personal development psychology….

Mastering the CCNA Audiobook $14.79 Mastering the CCNA is the first ever audiobook created for the Cisco CCNA certification. It’s a new and improved way for you to earn your CCNA….