How to merge multiple figure files into one single figure and create legends for each figure?

Hello,

I have 5 figure (.fig) MATLAB files, each a plot between epochs and Mean Square Error of a particular neural network in MATLAB. I would like to merge all of the performance curves into a single figure, and put legends for each one of them:- Eg. 1. First curve is for Feedforward Neural network between epochs and mean square error, so I would like to put corresponding legend and color it differently 2. Second curve is for Autoencoder, between epochs and MSE, again a different legend 3. Third Curve for NAR Dynamic Time Series Neural Net 4. Fourth Curve for a CNN. 5. Fifth Curve for a RNN.

Each curve should have a different color and legend marked on the graph, but the plot would be between epochs and mean square error i.e. these are the X and Y axes. I am really confused, I tried to look for help relating to merging figures using object handles but that doesn't work in my case. Any help will be extremely appreciated.