Sometimes customers will place multiple orders.  It is convenient to them (and to you!) to combine these into a single order.   This is particularly likely to happen if they are buying on eBay.

If you see you have multiple orders from the same customer, just use the 'search' function in Orders and Billings to locate orders for a single customer (search by email address or name).

You will see a display that has all the orders for the email address.   Click the 'combine' check box of the items you want to combine and click 'Combine' at the bottom of the page.

All the line items on each order will be combined into the first order you've selected. If you use automated shipping or tax calculation, those will be recalculated automatically for the order into which the items have been combined.