If only the geometry is relevant, you can select the desired elements, copy them using Ctrl+C, and paste them into the other file using Ctrl+V.
In order to also merge loads, there is Block Manager: save the individual models as blocks. You can then import the blocks, including loads, into an existing model via Block Manager.
Select the entire model (or the individual components only) and save it (them) as a block (see Image 01). If you then insert the block into another model, the load cases of the block are added to the load cases of the model. Automatic integration of the load cases into the existing load cases is not yet possible. It is also necessary to make the adjustment manually. The easiest way is to use the "Add Load Cases" function (see Image 02).