You may use combine file option to combine all interactive pdf's in one single pdf.
How to combine files: you may visit this page: Merge PDFs, combine files into one PDF | Adobe Acrobat DC
Also, a heads up. If any of the two or more than two files have common field name, once you combine the files those fields may share the common data. That is a technical limitation.
Hope that answers your query. Let us know if this helps.
Do you know how the links in the various PDF files were created?
There are absolute links where the path on a computer/network is fully named and then there are relative links where the directory relationship is based on the relationship from the open document to the linked document by moving up, down, or across the directory structure and when the file or files are moved the entire set of files and there directories above a common base directory must be maintained.
Good observation gkaiseril, infact @tariq dar, it looks like it works but if I open the binder into another computer the other "implied" pages into the binder are no longer found.
I don't understand where should I check...?
I did all the pages in InDesign and created interactive pdfs.
Binders are old and not longer available. There are Portfolios that is unique to Adobe Acrobat/Reader programs and some other non-Adobe products. Also these products work differently on mobile devices than they do on a desktop or laptop computer. If you put PDF into a Portfolio inter-document links will no longer work since the file directory is created entirely within the Portfolio by application code and you need to recreate all the links within the PDFs by changing the links to "Go to a page view" and setting the page to view.