I understand the concepts of Flash navigation using nested Movie Clips, but I
have several swf files and I just want to play one after the other.

What actionscript can I place at the end of the first swf's timeline to play
the next swf?

Thanks in advance.

loadmovie is the comand that you want but you can use it in different ways, to
a target or to a level. levels are like layers and targets are movie clips with
variables added to them.
so you can say on the last frame
loadmovie("mynextmov.swf", "taget"); // this will load that movie to that
target or
loadmovie("mynextmov.swf", 2); // this will load that movie to that level

but if I was you I would play with this and then not just load one movie into
another it could get messy
what you should do is have a movie with nothing but code and maybe a target
and load the first movie then at the end load the next movie and unload the
movie that was loaded before this will make things run better.

and you might have trouble with putting scripts on the last frame
people will yell at me for saying this because I am sure there is a better way
but on the last frame do this

if(1==1){
loadmovie("whatever.swf", "target");
unloadmovie("whatever.swf");
}
// this 1=1 thing makes it always work, I have had some things not