By my understanding (which is quite limited so far), you can "multiplex" multiple audio "streams" with a video stream and save it in one "container" file (e.g., mp4, mv4, mkv, etc).
When you play the movie, you should be able to select which audio stream you want. You can play any one at a time. Is that what you want?
For example, a single .mp4 movie file can contain a 5.1 surround sound audio stream as well as a simple stereo audio stream, allowing the listener (or perhaps smart players) to pick the audio that matches the listening equipment.
I know that the command-line tool "ffmpeg" can pull arbitrary video and audion and subtitle streams from multiple input files and multiplex them into one output file. However, there are about a million options and command line switches and it's not something you're likely to pick up in a few minutes. I've been slowly trying to figure it out for my own uses.
There are lots of other tools that "mux" and "demux" media files, although I don't know of a GUI one right now...