There don't appear to be many hyperlinks. Assuming sequential filenames, gluing them together can be done by:

    mkdir out; pdftk * cat output out/topo_cat.pdf

(also, this requires you to have installed pdftk)

A table of contents can be added with a little more work, if you don't care about anything below the chapter level. Assuming sequential filenames again:

    chapters=(
        "Preface"
        "Preliminaries"
        "Examples and Constructions"
        "Connectedness and Compactness"
        "Limits of Sequences and Filters"
        "Categorical Limits and Colimits"
        "Adjunctions and the Compact-Open Topology"
        "Paths, Loops, Cylinders, Suspensions, . . ."
        "Glossary of Symbols"
        "Bibliography"
        "Index"
    )
    
    page=1
    chapter=0
    rm bookmarks.txt
    for p in *.pdf; do
        datafile="$p.data"
        if [ ! -f "$datafile" ]; then
            echo "generating $datafile"
            pdftk $p dump_data > $datafile
        fi
        chapter_pages=$(awk /NumberOfPages/'{print $2}' $datafile)
        echo "page: $page"
        echo "new pages: $chapter_pages"
        echo "chapter: $chapter"
        echo BookmarkBegin >> bookmarks.txt
        echo "BookmarkTitle: ${chapters[$chapter]}"  >> bookmarks.txt
        echo "BookmarkLevel: 1"  >> bookmarks.txt
        echo "BookmarkPageNumber: $page" >> bookmarks.txt
        ((page=$page+$chapter_pages))
        ((chapter=$chapter+1))
    done
    
    pdftk out/topo_cat.pdf update_info bookmarks.txt output out/topo_cat_bookmarked.pdf

(credit to https://stackoverflow.com/questions/2418871/need-to-merge-mu... for the basic approach. apologies for the code dump instead of an output file; not clear to me that CC BY-NC-ND 2.0 allows distributing the result of this process, as simple as it is, whereas publishing this code is clearly fine.)