// create list to hold generated filenames...
sFileNameList := TStringList.Create;
// add store it in a list...
sFileNameList.Add('FilePathAndName1');
sFileNameList.Add('FilePathAndName2');
// loop through the list...
for I := 1 to sFileNameList.Count - 1 do
begin
// merge files together...
PDFLibrary.MergeFiles(sFileNameList[0], sFileNameList, sOutputFileName);
end;

// release the memory...
PDFLibrary.Free;
sFileNameList.Free;