It really doesn't matter what you do with the scripts as far as combining them goes. However, each script that you use, it's credit must be able to be viewed in the source code of all pages using the script.
So lets say, just to simplify things a bit, that you have script X and script Y.
Script X's credit is:
/* Hey I'm Script X */
Script Y's credit is:
/* Hey I'm Script Y */
But you've combined them into one script file that you call xy.js and add to your page via an external script tag:
HTML Code:
<script type="text/javascript" src="xy.js"></script>
Just make that tag look like so:
HTML Code:
<script type="text/javascript" src="xy.js">
/* Hey I'm Script X */
/* Hey I'm Script Y */
</script>
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