One valid option is to leave the solution in separate files. Just because you can merge the three doesn't mean that you should. There are trade-offs to consider whether you merge the files or keep them separate.
There is a tool called FMMigrator provided by a third party developer. I haven't used it myself, but it claims to make merging FileMaker files easier, so you might web search for them and check them out.
If you do decide to go ahead and merge the files, a copy of FileMaker Advanced will be very valuable. The database design reports can be very handy for monitoring the merge process and looking for "disconnected" scripts and layout objects. And the Script Debugger can help you determine why an imported script didn't function as expected.