I'm new to this and there are a lot of things I'm not sure how to do. I just downloaded Smash 64 and extracted it. The result was a folder with 20 .z64 files inside it. How do I combine these files into a single iso?
You don't, each of those files are different copies/versions of the same game. Each of those files corresponds to things like if the game is in Japanese, the European (PAL) version and/or the US (NTSC) version. Other types are if the file is a bad dump, an over dump or the correct "good" dump. What you do is run 'em on your emulator as is.
Oh I see. Thanks for the info. There still is a problem though. Apparently Dolphin isn't compatible with .z64 files. Do you know how I can convert them so I can run these files on Dolphin?
I've no experience using Dolphin, so I can't help you out there. Why don't you just try an N64 emulator like Project64 to play N64 games instead?
As previous posters have said, you're trying to use the wrong emulator. Dolphin is for gamecube and Wii only, N64 emulators include 1964, project64, UltraHLE and couple more I cant remember the names of. The best N64 emulator is probably either 1964 or project64