JOINING AUDIO END TO END

I am wondering if anyone can help me. I began to use Audacity 2.2.2 yesterday, and have managed to do simple cutting. The audio I want to complete is in two parts, which I have worked on separately. I now have two audios. I Saved As, and now have two titles plus two files that say ‘data’ This is where I am stuck.
I checked videos to find out how to join them, although my system won’t do what they say, which is: Open the project files (I can open to view the four files as mentioned above.) I am supposed to highlight the files I want and drag them into Audacity. This has not been possible, however. I assumed I highlight the two music files (not the data ones) and move those. When I highlight the files (and I have even tried to move all four, just incase I had to), I cannot drag them into Audacity. I wonder what I am doing wrong?
This highlight and drag seems foolproof, but wont work. All I can get, at best, is that the two files will open in two different windows of Audacity, so I then close them and start again.
Any guidance would be great. Not sure how to save for export either, but hoping I get that far!
I am not technical and lose myself in some explanations others might find simple, so if anyone is good enough to answer, please be gentle with me

Are they single-track files?

If so, and if you’re having trouble opening them both in the same window, then open both of them individually (in two windows). Highlight and copy one track, change to the other window, hit the “End” button on your keyboard if you want to paste it at the end of the track or “Home” if you want to paste it at the beginning and then wither hit CTRL + V or use the “paste” option from the edit menu.

If you have multiple tracks, just select ALL the tracks (CTRL + A) in the first file, and in the second file, I’d recommend creating a new track with CTRL+N (as whichever track you select, ONE of the tracks will be pasted to it, and you might not want them both on the same one) and then just use End to go to the end of the file, and paste your other tracks from the last project.

You’ve saved them as Audacity projects, (rather than generic WAV-format audio files), which is why they are opening in different Audacity windows when you drag’n’drop. If you export WAV versions of each Audacity project, then you can drag’n’drop those WAV files into the same Audacity window. Alternatively you can copy (“Ctrl”+“C”) and paste (*Ctrl"+“V”) selected tracks from one Audacity window into another, but remember to rename that composite project if you do that, as if you don’t it will overwrite the old project of the same name.