You can indeed copy multiple cells at a time
- use Shift + Down to select the next cell in a downwards direction,
and in an upwards direction with Shift + Up.
You could then copy(clt+c) and paste(clt+v) them to another notebook.
Or, kindly try the below method:
In Anaconda Prompt:
pip install nbmerge
nbmerge file_1.ipynb file_2.ipynb file_3.ipynb > merged.ipynb