K3B is nice. But, it still doesn't support all the features of the command line cdrecord. For instance, it would refuse to burn BIN/CUE files onto CD-R on my DVD-R drive. Although, it would happily do them on the CD-R drive, and I could do it from the command line. But, what do you expect for free.
And, as mentioned, DOS/Windows COPY command can combine multiple files quite easily.