Merge shapefiles heatmap

Question

I have to merge few shapefiles into one and create a heat map out of it in QGIS. I'm a first user of the QGIS, I tried to do it there: vector-management tools-merge files into one, but it kept to make all the time just one output file out of the layer I wanted to merge, so I didn't actually merge them, but create something like copies out of them ...

I wish to have something like this:

(this pic is from my professor) but I have to have one for another group of tourists,

so I did this:

then I input a shapefile from the folder that consists all the shapeless that need to be merged, the I browsed the output file and named it Merge:

an this is what popped up, and I have no idea how to go on now.

Answer 1

then I input a shape file from the folder that consists all the shapeless that need to be merged

That's a bit hard to understand but I think your problem is that you are selecting only one file to merge while you should select the folder:

Don't activate Select by layers in the folder if you want to merge all files in a folder anyway!