Like this:
var
  InStream, OutStream: TFileStream;
....
OutStream := TFileStream.Create(OutFileName, fmCreate);
try
  InStream := TFileStream.Create(InFileName1, fmOpenRead);
  try
    OutStream.CopyFrom(InStream, InStream.Size);
  finally
    InStream.Free;
  end;
  InStream := TFileStream.Create(InFileName2, fmOpenRead);
  try
    OutStream.CopyFrom(InStream, InStream.Size);
  finally
    InStream.Free;
  end;
finally
  OutStream.Free;
end;
Or more generally to concatenate multiple files:
procedure ConcatenateFiles(const InFileNames: array of string;
  const OutFileName: string);
var
  i: Integer;
  InStream, OutStream: TFileStream;
begin
  OutStream := TFileStream.Create(OutFileName, fmCreate);
  try
    for i := 0 to high(InFileNames) do
    begin
      InStream := TFileStream.Create(InFileNames[i], fmOpenRead);
      try
        OutStream.CopyFrom(InStream, InStream.Size);
      finally
        InStream.Free;
      end;
    end;
  finally
    OutStream.Free;
  end;
end;
Call it like this:
ConcatenateFiles(['Part1', 'Part2'], 'Outfile.zip')