Combine or display several PDF documents

Using Poseidon theme.
I have several pdf files that tell a story, if the pdf’s are displayed in the correct order. I don’t want to spend the money to purchase the Adobe program to combine all of my pdf’s. Is there a plug-in, or a better way to do this?

I could put links on a page to each pdf, like a list of pdf’s, but I would rather the user just click once to start the story and read the first file. Then, at the end the user could click a “continue to the next part” link? Or, there must be a better way?

Thank you.