Is there a way to combine several PGN’s into one PGN?

You didn't type the command correctly. :-)

You typed the following command: *.pgn c:\output.pgn

You needed to type the following command: copy *.pgn c:\output.pgn

Although it's weird - Using that command in Windows using Notepad, it fails to put a blank line between the individual games. I guess you could go back later and manually add blank lines between the games.

To convert one PGN with multiple stand-alone lines into one PGN with lines as variations, import the file with stand-alone lines (openings, for example) into ChessTempo opening repertoire then immediately export it. The individual lines will be consolidated into variations.

Before - One PGN (two lines):

1. e4 e5 2. Nf3 Nc6 3. Bc4

1. e4 e5 2. Nf3 Nc6 3. d4

After - One PGN (one line with variation):

1. e4 e5 2. Nf3 Nc6 3. Bc4 (3. d4)

It's quite easy to create a PGN file of all your games on chess.com. First you download all 50 games files, of which there are about 15, starting with the first, then the second, etc. Then you copy all your files into an empty directory,
In “File Explorer”, open all your PGN files and add a carriage return at the end of each file, otherwise you'll have two games pasted together . Finally, in the “Explorer window”, Hold Shift and Right Click in your window and select “Open Power shell here”.
In the shell window, run this command: "Get-Content *.pgn | Add-Content all.pgn" (“all” or any other name you like for your PGN file)

Just use LucasChess(R) (FREE). Read one PGN file, then click Import and select all other PGN files all at once, then click Export

and yes it's true that you can just concatenate but adding CRLF to every file manually is crazy you can do that in the script

plus I think there are extensions that help downloading your games so that you don't have to deal with clicking pages in the chess.com archive