You can open a FileStream to write binary data to a file. Call File.ReadAllBytes to get a Byte array containing the contents of a file, then call Write on your FileStream to write that data out. Do that for each file you want to add, then close the FileStream.
The thing is, you need to know where each file begins and ends in order to be able to successfully read the data back out again. I would suggest that you precede the data for a file with a 64 bit number that contains the number of Bytes in that file. That way you will read a number, then read that many Bytes to get the file. You might even want to include some other information in the header, like the name of the file. With this in mind, I'd suggest using a BinaryWriter to write the data. You create the FileStream, then create the BinaryWriter and pass the stream to the constructor. Likewise use a FileStream and a BinaryReader to read the data back again.