Use the tile filter

Using the scale and tile video filters with input files 001.png to 005.png:
ffmpeg -i %03d.png -filter_complex "scale=120:-1,tile=5x1" output.png
If you have file names that are in a non-numbered sequential order you can use the glob pattern type (not supported by Windows):
ffmpeg -pattern_type glob -i "*.png" -filter_complex tile=5x1 output.png
Margin / border
You can also add a margin (outer border space) and padding (space between frames):

ffmpeg -i %03d.png -filter_complex "scale=120:-1,tile=5x1:margin=10:padding=4" output.png
Default color is black. Add the color option if you want to change the border/margin color:
ffmpeg -i %03d.png -filter_complex "scale=120:-1,tile=5x1:margin=10:padding=4:color=white" output.png
A vertical orientation is possible. tile=1x5 for this example:

More info
See the tile filter documentation.