OnSong expects each file to comprise the entirety of the song and does not have PDF editing tools to combine the content into one file. Normally you would want to do this kind of editing when you scan or in a PDF editing app. However, OnSong can be used to do this with a few steps.
Start by creating a set and place the individual songs into the set in the order you desire. Next, open the Share menu by tapping on the square/up-arrow icon in the Menubar and choose Print. This should now preview both PDF files in a two-page document. Then tap on the icon that looks just like the share menu icon to open the Share Menu. This will allow you to take the combined PDF file and "Copy Into OnSong". Once you import this, you should have a single song with both pages. You can then open the Attachments Menu to bring up the song editor and provide information like the name of the song. If you're using OnSong 2020 you can just tap the Song Editor icon and provide information like the name of the song.