First, tell us a little more about the files you have created. Mono, stereo, 16bit, etc? If you are trying to join, say, 2 sets of a concert, just open both files. In the "second set" file, just select all, and then copy. Back in the "first set" file, place your marker at the end of the timeline, and then paste. Save that file, and it is done. You can now close, and even dispose of, the "second set" file.
To insert track marks, just stop the playhead where you want to mark, and press command-M. A new marker will be created called "Marker 1". As you continue, it will add numbers so you end up with Marker 2, etc. It's at this point that the procedures will differ for Peak or PeakLE. Please let us know so we can help you.
If you read other threads, you might see that many have switched to Sound Studio 3. Peak is a great editor, but for many of us, simply tracking, burning, and exporting the files is all we need to do and SS does this very well.
keytohwy