For Windows:
(echo file 'first file.mp4' & echo file 'second file.mp4' )>list.txt
ffmpeg -safe 0 -f concat -i list.txt -c copy output.mp4
or
(for %i in (*.mp4) do @echo file '%i') > list.txt
ffmpeg -safe 0 -f concat -i list.txt -c copy output.mp4
```