When you select a different option than “Don’t split” in the conversion modal panel, the created file will be split up into multiple files if it is larger than the selected option. This is necessary if you are going to play a game on a FAT partition, which doesn’t support files larger than 4GB.
To merge a multi-part file into one single file or split a single file into multiple parts, select the corresponding game in the source window and drag it to the destination window. Now select the same filetype as the original file (which you can see in the Filetype column of the game list) and select the desired split size from the popup menu (if you want to merge a multi-part file, select “Don’t”). Click on Save and wait till the conversion has finished.