A .dmg file is a disk image, and can be treated like any other disk. You can copy the contents of one into another, or make a new blank image and copy their contents into that.
I think what you're saying is that you have a _segmented disk image_ correct? And
not simply several separate disk images whose contents you want to combine.
Typically you don't have to re-combine the segments. Just put all the segments into one location and double-click the first segment. That should cause the disk image to mount just as if it was a single dmg file.
Normally the segments are named such that the first segment has a .dmg extension and the rest of the segments have names ending in .002.dmgpart, .003.dmgpart, etc. If yours don't have names like that then I suppose it may cause a problem mounting the image.
But if you want to recombine the segments back into a single dmg file I think you still need to get it mounted (as stated above) and then use Disk Utility to create a new disk image file from the mounted volume. I didn't find anything in the man pages indicating there was a way to directly recombine the segments.
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multiple dmg files
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