I obviously work with a lot of pdf files. I am trying to combine several into one pdf. Unfortunately I am getting a message saying that one file is password protected.
Can I remove that password when I have no idea who would add one?
The password was apparently added by the author of the PDF to prevent just such activity as you're attempting. The appropriate and ethical thing to do would be to contact the author of the document and request either the password or an unprotected version.
You can combine the files as portfolio.