Can it combine several video, audio or subtitle files into one file???
AviDemux is designed to work with video files. If the video and audio codecs are the same, and the resolution, frame rate and other parameters of the videos are the same, you can join them together.
To do this you import the first video, then click on File–>Append to add the second one. You can join several videos this way.
AviDemux can also be used to add subtitles or audio streams to an existing video, if that is what you are asking.
Reason I asked cause it has similiar name to another program I have called AVIMux GUI. So I asked maybe these are two of the same program or not??
No, they are not the same program.
AviMux GUI has been abandoned by its author Alex Noe. http://www.alexander-noe.com/video/amg/
AviDemux is a completely different program, and is still being developed. A new version just came out. http://fixounet.free.fr/avidemux/
The program most similar to AviDemux is VirtualDub.