OK, so I'm assuming that you have two valid XML files, both with opening/closing XML tags, and that you need to extract the second file's child nodes (all child nodes, so basically the full file except for the open/close XML tags) and append to the first file.
This is a simple example, and if you need to append individual child nodes in specific places, you will need to add logic/conditions to do as you need.
Close both files. Open a new workbook and create a vba procedure like so:
Sub AppendXMLFiles()
'requires reference to Microsoft XML, v6.0'
'requires reference to Microsoft Scripting Runtime'
Dim file1 As New MSXML2.DomDocument
Dim file2 As New MSXML2.DomDocument
Dim appendNode As MSXML2.IXMLDOMNode
Dim fso As New Scripting.FileSystemObject
'## Load your xml files in to a DOM document'
file1.Load "c:\users\david_zemens\desktop\example xml file.xml"
file2.Load "c:\users\david_zemens\desktop\another xml file.xml"
'## iterate the childnodes of the second file, appending to the first file'
For Each appendNode In file2.DocumentElement.ChildNodes
file1.DocumentElement.appendChild appendNode
Next
'## View the new XML in the immediate window'
Debug.Print file1.XML
'## Write the combined file to a NEW file'
' note: if the specified filepath already exists, this will overwrite it'
fso.CreateTextFile("c:\users\david_zemens\desktop\combined xml file.xml", True, False).Write file1.XML
Set file1 = Nothing
Set file2 = Nothing
Set fso = Nothing
End Sub