Hi
Once you have completed a sequence, click the + to the right of the word "Sequence 1" at the left of the timeline.
This places the sequence into the Media list under the "Sequences" tab and clears the timeline. (Note that there is always a dummy Sequence 1 in the bin at the start.)
Start your second sequence on the empty timeline and when finished click the + again. to the right of "Sequence 2" In this way all your individual sequences are added to the Media list "Sequence" bin and the timeline is cleared for you to continue each time.
Continue to create sequences in this way until you require to add them together for the finished movie..
With the timeline once again empty, open the Media list and click the Sequence tab. (The tabs also indicate how many files there are in that particular list.)
Now simply add the sequences that you have created to the timeline as you would clips.
Note however: The individual clips that you used to create each sequence are now joined together into a single clip that will include any effects that you used like crossfades etc. These can no longer be edited. Each sequence will behave like a completed single new clip.
Save your movie when you are satisfied.
Nat