When you downloaded them separately
Sometimes, download managers offer two options when downloading videos from a video-hosting websites: either you can download high-resolution video, or a video with audio. But what if you want both: high-resolution video together with audio? Then you can combine them!
Imagine that files you downloaded are named
video.mp4 (note that "audio" file does include video, too, but we're not interested it it).
Then you can just run a simple command like this:
ffmpeg -i video.mp4 -i audio.mp4 -map 0:v -map 1:a -c copy -shortest output.mp4
Thanks to this stackoverflow answer for a detailed writeup!