There are many ways to merge data from CSV that you can do, but in each case you must make sure that you are working with the same structure of data sets in the CSV. That is, you have the same number of columns and the same data header.
Merging data from different CSV files will in most cases require viewing/processing those files in spreadsheets (like Google Sheets or Excel), so you should remember to open the CSV properly in those programs so that your data doesn't get changed, that may cause errors.
Copy-paste
If you need to add a small amount of data records (rows) from one CSV file to another, you can obviously import both files into a spreadsheet and manually copy the records you want to add. Remember to save the updated file as a CSV; many spreadsheets save your data in their own format by default.
Advanced Copy-Paste
If you're combining sheets into one spreadsheet, you can use the built-in "Move/Copy" feature that most spreadsheet software has. Open the worksheet you want to take data from and right-click "Move/Copy" to choose where to send the data. Again, do not forget to save your file as CSV.
Formulas
If you're a more advanced user, you can always use formulas in your spreadsheet program. This is especially useful if you don't want to copy everything but only the data that meets certain criteria. Here are some spreadsheet formulas that can be used to merge data:
VLOOKUP
INDEX MATCH
IMPORTRANGE (for Google Sheets)
Excel tools for working with data
Excel has two main tools in its arsenal to help you consolidate data, and they solve very different problems.
Consolidate
On the Data tab in Excel, you'll see the Consolidate option.
The purpose of this tool is to apply a function to numerical data stored on different worksheets. Consolidated worksheet is updated whenever the source data changes!
Power Query
Using Power Query, you can, following a step-by-step wizard, merge data in different worksheets into one, and even merge an entire folder of workbooks into one with just a few clicks. This method is extremely useful when you need to merge a ton of data together, and following some of the other methods mentioned here would be too time consuming.
Third-party add-ons/software
There are some very effective solutions that will make merging CSV files easier. You can check out multiple sites helping to Merge Spreadsheets or use Google Sheets add-ons like Merge Sheets.