The best thing to do is to do things all in one file from the beginning. You can have multiple songs in a famitracker file by going into Module Properties located at the bottom of the Module menu or there is a shortcut button to the left of the play button. You can add songs and from then on you can switch between songs using the drop down menu that is under the waveform display.
If you have already written multiple songs in different files, things are going to get a little frustrating, but it can be done. Unless your instruments have been different for all of your songs, don't use the import file feature in the Module Properties. It will bring your songs into one file, but it does not check to see if you are using the same instruments or not and will just make duplicate instruments wasting space. Ideally, you have been using the same instruments and they have been ordered the same in each of your files. If that is the case, you best option is to export txt files of each of your songs and just copy and paste the track information into one file. Each song starts with the line that looks like "TRACK [number of frames] [speed] [tempo] [title]" and they end at a new song starting or the end of the file where it says # End of export. If everything else is the same between files you should be able to just copy and paste them one after another. When you are done, you can re-import the txt file into Famitracker. You can even reorder them back in famitracker.
If you have been using the same instruments across different files, but they were in a different order, that's the worse case scenario. You'll have to go through each song and change the instrument for each note to be the correct instrument in your final file. Instead of doing the editing a txt file method, you might just be better off opening two instances of famitracker at the same time: one for your final file, and one for a song you want to bring over. Then go frame by frame selecting and copying frames from one file to other, correcting the instruments as you go.