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If you have an compression script for a specific archive type, could you select multiple input files and get the output file as one big file?

Thanks!

You can do something like that using reimport mode. It's the easiest way.
Read documentation here http://aluigi.zenhax.com/papers/quickbms.txt

But if your goal is other than extraction/importing to archive,
then the best option would be to write custom tool for that.
There are many open source compressors that can be used.
For example https://github.com/inikep/lzbench