You can use the community commons to merge several PDF files (MergeMultiplePdfs), so the first step would be to create PDFs of all the files and then merge it via the community commons Java action.
Furthermore you can change the local Java policy file (you can find it in the installation folder of your modeler - not your project folder) to set the permissions. To set these permissions in the Mendix Cloud you need to file a ticket.
I would like to suggest you PDF Merge Software that does the needful for you with some simple steps. Here is the link which you can visit for complete details – https://www.softwarewiki.org/merge-pdf/