Combine several chapters (separate files) in to one report

Use a larger document class like book, report, or memoir, that allows chapters. Include the text of your introduction (the document part, not the preamble) in the first chapter, and the text of your lit review in the second.

Use the multibib or chapterbib package to manage separate bibliographies.

I would suggest to have a look at the (excellent) package classicthesis.

I found a very useful pdf with some examples. This is the link (This is the link I downloaded the example, I am sorry if it doesn't work anymore)

This pdf gives few examples in dividing your document in to multiple files. I used the reverse approach and made it work in the way I want it to work.

Here is the latex code I used

\documentclass[10pt,a4paper,final]{report}
\usepackage[latin1]{inputenc}
\usepackage{amsmath}
\usepackage{amsfonts}
\usepackage{amssymb}
\usepackage{hyperref}
%This is for removing coloured boxes around the links and internal references. I don't like those boxes%
\hypersetup{
    colorlinks=false,
    pdfborder={0 0 0},
}

\begin{document}

\include{./titlepage} % including my cover page

\pagenumbering{roman}
\tableofcontents
%---- I commented these since my document doesn't need them yet-----%
%\listoffigures
%\listoftables

%\chapter*{Acknowledgements}
%\begin{abstract}
%\end{abstract}

\pagenumbering{arabic}
\include{./intro/introduction}
\include{./lit-review/literature-review}
\bibliographystyle{IEEEtran}
\bibliography{./relative/path/to/my/bibtexfiles}
\end{document}

The include files must not have \begin{document} and \end{document} tags in them. And better not have any formatting code in them too. Otherwise they might overwrite each other and produce unexpected results.

compiling the file that contain above code was enough to produce correct results. First compile with pdflatex, then with bibtex and twice again with pdflatex.

This is my titlepage.tex

% the start of the tex file
\begin{titlepage} 

\begin{center}
 %----  Title page content -----%
\end{center}

\end{titlepage}
% end of file

And this is how my introduction.tex looked like

% the start of the .tex file
\chapter{Introduction} 

\section{Section heading}

\subsection{sub section heading}

% end of file

This produced a pdf document with the cover page, then the two chapters and the whole bibliography placed at the end of the document.