What is your program...Photoshop Elements (photo editor) or Premiere Elements (video editor). If Photoshop Elements, you would want to post your question in the Adobe Photoshop Elements Forum.
What are these multiple files that you mention along with photos....videos?
First you have to find out from the printing website what its specifications.
If you are using Premiere Elements 12, then you set up the project with the correct project preset and export Publish+Share/Computer/ to a format and size that your printing website supports.
Please clarify and then we can decide what next.