The best way to 'join' the files into one large file is as follows.
a) Open the first file, (Chapter 1)
b) Open Chapter 2 and select all (Control + A) then copy (Control + C.
c) Switch to Chapter 1 and put the cursor at the end.
d) Insert a page break (Control + enter)
e) Paste in Chapter 2 (Control + V)
Repeat steps b) to e) for each chapter.
Save the Concatenated file using a New Name so that you don't overwrite the existing files. (Once you are happy with the new file, you can please yourself whether or not you delete the old files.)
2. Manageing the new large file
To manage your new file, you will need to set up the chapter titles as headings as follows.
a) Select each chapter heading in turn and the select Heading 1 from the style button (this is the left button on the formatting tool bar. It usually has Normal in it.). Do each chapter title in turn.
b) You can the use outline view (View / outline on the menu bar) and the Outlining tool bar to select how much and which part of the document you want to see and / or edit.
The Outlining tool bar can be switched on by selecting View / toolbars / outlining from the menu bar.
Hope this helps. Have a look at the style notes (Vol 3) of the downloadable notes on the web site.