I downloaded all 5 chapters, I don't know about merging them together though.
I'm playing on PC.
Chapter 1 works just fine, yes.
you need to drag all the files from the chapter2 folder that you download (after unzipping ofc) into the chapter1 folder that you are currently playing from, and choose to replace all the files in the destination (important- drag the files from the chapter2 folder into the chapter1 folder, not the other way).
then start the game from the chapter1 folder that now contains all the files from both chapters. in the starting menu, you are supposed to see that the game version is now 2.09, which means that the merging was fine. do the same process with the next chapters too.
in the download files of chapter1 in this page you can also download a pdf named "Ergi installation guide.pdf". there are some screenshots for visual explanation. if you are still unsure, consider joining the discord server of the game, its easier and faster to ask there.