I thought images might be a problem. Let me try to explain it in words without images.
In VLC on the Media menu select Open Multiple Files. The keyboard shortcut for this is Ctrl+Shift+o.
This opens a dialog window.
On this window click the Add button near the top of the window.
This opens a standard operating system file selection window.
Navigate to the appropriate directory & select your video file, then click the Open button or just hit Enter.
This returns you to the previous dialog window in VLC.
Further down this window, click the box next to "Show more options."
This expands the window to show more options. (Like you were expecting something else?)
Within these additional options, click the box next to "Play another media synchronously (extra audio file, ...)."
This causes a Browse button to appear just below what you clicked. Click this Browse button.
This opens a second dialog window with an Add button. Click that.
This launches another standard operating system file selection window. Choose your audio file just like you chose your video file earlier.
This returns you to the second dialog window. At the bottom of this window, click the Select button.
This returns you to the first dialog window. At the bottom of this window, click the Play button.
VLC will play the video from your video file while synchronously playing the sound track from your audio file. There is no need to aggregate them.
If you have a subtitle file for the video, VLC will automatically detect it & display the subtitles if the subtitle file follows the right naming convention. For example, if your video is named Juventus.mp4, then your subtitle file needs to be named Juventus.vtt (or Juventus.src or something else depending on the format of the subtitles).
This might let you get around your problem but it is certainly not a solution. That VDH file selection window should let you click on files within that window. Have you tried navigating to another directory on a different partition using the drive letter drop down list? Just go to some other directory anywhere on your system and see if you can click on any file. If it lets you click there, come back to the directory you really wanted & see if it will let you click now. I have to say that there are times when I try to download files in VDH when the file selection dialog does not populate. This is for an ordinary download, not an audio/video aggregation. But the file selection window is the same. It has taken me as many as 5 or 6 retries before the window opens properly. I recall another user posting here who said it takes him 30, 40, 50 retries before it works properly. Maybe you're seeing something similar. Maybe just retrying will make it work. That's not to say there isn't a problem. But retrying persistently & patiently might make it work. However, there's a second file selection dialog you have to deal with & if things need to be retried over & over, there may be no way around this.
You might also try to reload VDH. Go into the VDH settings. Look for the More... tab at the top. Click that to drop down a list of selections. Click the one that reads Reload extension. This pops up a confirmation box. Click the red button to reload VDH. Maybe this will clear whatever condition is blocking the aggregation from working & you can retry the aggregation without even closing the browser. Also, reloading VDH is sometimes a less drastic way to start over than reinstalling everything.
And I hope Google Translate turns my descriptions into text that names the labels using the words you see in your Italian versions of VDH & VLC. My Italian stops after such things as Che gelida manina & La donna è modile & La ci darem la mano. Not very useful for talking about computer software.