You do that with npm. If you look at the default package.json file that ships with laravel, you'll see it's including these packages:
"devDependencies": {
"axios": "^0.18",
"bootstrap": "^4.0.0",
"cross-env": "^5.1",
"jquery": "^3.2",
"laravel-mix": "^2.0",
"lodash": "^4.17.5",
"popper.js": "^1.12",
"vue": "^2.5.7"
}
https://github.com/laravel/laravel/blob/master/package.json
When you run npm install from the project root, it will download them and put them in /node_modules.
Then when you run npm run dev, it uses the scripts in webpack.mix.js to compile everything.
So in webpack.mix.js you could then do
mix.combine([
'node_modules/jquery/dist/jquery.js',
'node_modules/anotherpackage/dist/somefile.js'
], 'public/js/vendor.js');
and it will combine them, in order, into a single file in /public/js/vendor.js