How to make a movie?

Hey I need some help. Idk if this goes here. If not please tell me where.
Okay so I want to make short fight scene movie but I don’t know how to take my characters and weapons from seperate blender windows but I don’t know how. Can anyone help me? Thanks in advance!

Do you mean you’ve made a character and a weapon in two different blend files and you want to put the weapon in the character file or vice versa?

Exactly! I think it has to do with linking libraries but idk how. If you can help please do! Need serious help. Off tommorrow and wanna start a project but need this info!