First, I would go to this link and go through the basic training of learning after effects.
http://www.videocopilot.net/basic/
Because, if you dont, then you may not know what I am going to explain.
But what you need to do is create a new composition and then import all your scenes into the project, but make sure when you do that, that you import them as a sequence (there should be a little check box for this when look to find your files for the import). Then you need to drag this from your project panel to your composition. After you do that, you need to render/export your animation. I typically use quicktime movies. Like I said, watch the training, because that will definately explain this more clearly than I can. If there is anyhthing else I can help with, just let me know.