I have created several projects for want of a better way of doing it. Now I need to combine the various projects and make the final editing. How do I do that?
There are a couple of considerations -- what do you want for you final piece, your computer power, and getting your head around MAGIX terminology!
I presume at the moment each of your 'projects' contain just one 'movie'? If, while one projet is open, you load another you'll be given the option to save/close the current one or adding the new one. If you add, you won't be adding material to the end of the current movie, but rather adding the the new project as a seperate movie. Now your original project has two movies which can be selected for editing at the bottom of the 'Window' drop down menu or from an icon at the left above the timeline. If you add a project that already has multiple movies you will add them all and things can get confusing! You can delete or rename the individual movies withing the big project.
When you go to burn a DVD, a project with several movies will show a main menu with, you guessed it, several movies each of which can have a sub menu for its chapters if you've set more than one chapter marker. There are options for what happens at the end of play of each movie eg go back to main menu or jump to next movie. If you want a multiple movie DVD that's about it but if you want to end up with just a single movie you have to copy and paste between movies within one project (loaded as above) and then delete the movies that are parts and leave just the compilation.
As to computing power, many users adopt the following workflow to avoid the load of huge projects with perhaps thousands of objects and effects: Edit, as you have done, a series of seperate single movie projects. When satisfied export each as a new video of suitable format eg mpeg for DVD. Now create a new project and import the videos you just created and do only the DVD menu stuff there. A friend does his trip DVD's one day at a time and then joins them either as a single unit or maybe a 'movie' for each country within the trip 'project'. He finds it easier to do captions and any additional music at the final stage as well.