For the fastest merge without losing quality (stream copying), you can use a simple text file listing your segments and the command: ffmpeg -f concat -safe 0 -i mylist.txt -c copy output.mp4
If you are trying to "put together" separate video files (like Part 1 and Part 2) downloaded from such sites, you likely need a video joiner or editor. Common Ways to "Put Together" Video Files ganool film semi extra quality