. . . . I have made several projects . . . . How can I make one projects out of them? . . . .
That depends on what you want as the final product ie:
Combine all projects to create a multi movie disc with a menu item for each project - see this tutorial
Combine all projects in sequence to create a single movie for export or to make a disc.
a. Open the first project, select File Save as and save the project with a new name
b. Select File, Open and select the second project
c. A dialog will open as shown below - select Add new project
The second project will be added as a second timeline.
d. Copy all the objects on the second timeline, select the first timeline, position the timeline cursor at the end and then paste the copied objects to the first timeline
e. Select the second timeline and remove it by clicking the X on its tab
f. Repeats steps b to e for the remaining projects
g. Add any chapters and titles as necessary
Note: for single layer DVD or BD the total running time is limited to approx 2 hrs.