When you create a playlist in a Vidyard, each video will play one after the other in sequence. The embedded player will indicate that there are a number of videos in the playlist.
The current experience on mobile will differ slightly from the desktop, as autoplay is not available. Therefore you will have to click on each video after they have stopped playing.
Although there is no option to combine multiple videos into a single one in the Vidyard platform, you can download each video, combine them in an external video editing suite (such as iMovie) and then upload as a single video file.