Complete Gekko's datasets - ready files to download and use

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Keeping binance_0.1.db, binance_0.2db, binance_0.3.db,etc for difference pairs will work?

No by default. You can change it in config/adapters/sqlite.toml and restart Gekko to switch database. But You must do it on every switch.
I have idea: try change names to binance1_0.1.db binance2_.0.1.db etc and restart Gekko UI. Should appear two exchanges binance1 and binance2. Let me know do it work.

Or all the pairs would have to be merged into one file?

My solution dont provide choosing pairs. But I upload datasets in two differents options:
1. Datasets with full history contain only one currency and all posible assets for this currency
2. Datasets from last 60,30,14,7 days contain all currencies and assets for exchange.

Can I only choose few pairs rather then all the pairs for that currency?

No at this moment. Im working on it. You can export interesing pairs to new database by some sqlite frontend app or sqlite3 command line tool.