Combining sound file can be done using adobe audition. It is very easy to do. All you need to do is just open/run adobe audition and add/open any sound file you want to combine. But it has to be formatted in sound format, you can not combine video file with sound file using this adobe audition.
If you want to add sound from video format you better convert it into sound format first. there are many free video converter program available in internet, for example : light program such as Free Video to Mp3 Converter.
Adding sound files into your project/session is as simple as opening file. After you open/add sound files into track, you can simply move the track via drag and drop and choose the position to get what you want. you can also set the volume of each sound file, so that you can get the best arrangement.
Other options, such as sound effects are also provided by adobe audition, so that you use it as you want.
After you finish your editing/ combining your sound files, you can save your project into mp3 files, which then you can play it just like any other mp3 files. It is easy to use, simple, and very nice program,
to read more about adobe audition you can read here and download here