Firstly let me say I have never used Blender before so I'm a total innocent. I have 6 .stl files for 2 Pi camera housings made up of 2 and 4 files each. I have been told if I can incorporate the files into 1 or 2 it will make the process much cheaper,as I'm using a commercial print company. So my question is can I start a new project, import each file individually and join them together to make 1 .stl file.
Yes, you can. Use Blender to import and position all of your stl files.
Use Object -> Join to make all of the individual items one object. The Object menu option appears at the lower left of the Object Mode screen -- if you are in Edit or another mode, you won;t see it...
You'll end up with an STL composed of multiple non-connected parts. Whether this is cheaper or not is an issue for your printer: It might take as long to rip and print, and will certainly require the same amount of material to output -- infact, maybe more.... since I am not sure whether the method you are using will add supports or connected sprues between the separate items that were originally the separate stls... But this process will give you an stl with multiple 'pieces'.
Shout if I can assist.