The best graphical PDF merging tool for Linux is probably pdfmod. It’s in the Ubuntu repositories, and can do anything Preview can do as far as merging/exporting PDF files from multiple sources.
For command line merging, pdftk does the job well. The syntax would be something like:
pdftk *.pdf cat output combined.pdf
Which would merge all PDF files in the current directory, or:
pdftk file1.pdf file2.pdf cat output combined.pdf
Which would merge two specific files.
If you need to convert Word documents to PDF prior to doing this, there is a command line tool called lowriter which is part of the libreoffice suite. The syntax would be:
lowriter --convert-to pdf *.docx
It works with .doc and .docx files.