Storing tournaments for use in Arena I want to store a collection of games (say 20) from a certain tournament as a single unit, so when I open the file, I can view all the matches of the tournament as one, instead of viewing each game separately(each game in a different file).

Arena does this automatically for engine tournaments (tournament files) , but how do I do it for OTB games whose PGN I have?

As an example, how do I save the matches of the ongoing Chess World Cup as one unit?
You don't need Arena. Simply open a new notepad window. Then proceed by opening each individual PGN file in notepad, copy its contents and paste them in the new window you opened (i.e. put the contents of all of the PGN files in one file), then save as a PGN file. Open this file in arena and you will have all games in one file.