You can't concatenate files. (Technically you can, but showing how you could do it will not be helpful for you)
What you need to do is load the two matrices with the load function, after which you can concatenate them as any other variable.
pathname = 'E:\Matlab'
As long as everything fits in memory the above code should do what you need. That might be your main issue, since the result will require about 2.5 GB of contiguous memory (so 5 GB in total). If this is a problem for you, please comment below and I will try to help you with a way to write to mat files without loading everything in memory. For that it is important to know which release of Matlab you are using.