merge .stl files or solid from stl?

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I want to create a single stl file from a number of individual stl files with the stls enxt to each other on a common base plane.



I tried to assemble the stls and then merge the assembly file - the facetted geometry was not recognised in the merge - I think you can only merge solids.



So, can I create solids from stls which I can then assemble and then output as an stl?



cheers, Sean