Any text editor will work for combining the files. I prefer emacs, but any simple editor like vi or gedit will work. Avoid trying to use a document editor like Word, it will add a bunch of formatting garbage to the file and give you trouble.
In PyMOL, if you CTRL-select multiple objects in the “save molecule” dialog, then you can get it to output the separate molecules together.
For Rosetta’s purposes, you do not HAVE to remove waters and ligands; you may instead pass the -ignore_unrecognized_res flag. Rosetta will then ignore the waters. I prefer to delete them.
Do be wary that your combined PDBs need to have have different chain IDs – if they were both chain A before, make sure one of them becomes chain B. This is relatively easy in most text editors. I checked; pymol does NOT do this automatically.
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