From version 6.0 is able to merge pdf ( you can test in our online demo ) in community 5.1.X version this feature is not available. The idea will be upload a document with other name and then merge doc1.pdf and doc2.pdf to doc3.pdf, that's strictly merge operation name. What you're talking is something like append operation, that could be implemented. You can take a look at ends of this video ( sorry but is still not yet translated to english )
http://www.openkm.com/es/openkm-acciones-masivas.html