Hello,
sorry for the late reply. Please first update PDF24 to the current version: https://tools.pdf24.org/en/creator
Instead of the button Choose files you can also drag the PDF files from Windows Explorer into the tool Merge PDF.
Merging also works online: https://tools.pdf24.org/en/merge-pdf
If the window still hangs with the current version when you click Choose files, please tell us your Windows version and whether dragging the files into the tool works.