<p>How can I combine multiple PDFs into one PDF without a 3rd party component?</p>

AFAIK C# has no built-in support for handling PDF so what you are asking can not be done without using a 3rd party component or a COTS library.
Regarding libraries there is a myriad of possibilities. Just to point a few:
http://csharp-source.net/open-source/pdf-libraries
http://www.codeproject.com/KB/graphics/giospdfnetlibrary.aspx
http://www.pdftron.com/net/index.html