It depends on whether you want to end up with say a DVD with two movies (each with possibly its own chapter breaks) or rather a single longer movie.
For two movies, load the first project and then go to 'File' >> 'Open project' and when prompted choose 'Add new project' rather than 'Close....'.
For a single longer movie you first do the same as above, and do a select all and 'Copy' while previewing one movie and then go to the second movie and 'Paste' what you've copied at the end. You switch between movies in a multi movie project using either the little film reel icon above the timeline or go to 'Window' at the top menus and pick from the list at the bottom of the dropdown.
If you are doing a combination you will finally have to delete one of the projects (the one you copy / pasted) by selecting it and using 'File' >> 'Manage movies' >> "Remove from project'.