Connecting Multiple Swf files to create a game in Unity

I am very new to Unity and for the sake of space / size I created the game levels as separate swf files. Is there anyway that I can connect these files together so that after you make it to the end of the level, you are taken to the second level.

whatever made you think this could work?
unity is a 3D game engine in and of itself, it doesn’t speak to flash at all.
What you made is a flash game. it shouldn’t have anything to do with unity at all, unity can export to flash but that’s about it.

No, for this you’ll need to use AssetBundles.