First:
Currently there is no built in support in KiCad for making panels.
Second:
How can this be:
The “append board” option is not available when Pcbnew is used in a project, but it is only available in “standalone mode”, that is: directly opened from your OS, and not from KiCad’s project manager.
There are several tutorials and even scripts to work around and help with creating panels in KiCad. Here are two articles posted on Hackaday:
(And there are more & other helper scripts / tutorials on the 'net).
But when you start doing such things you always have to keep in mind that there is no real support for panels built into KiCad.
One of the things that go wrong is in situations like this:
I like to draw pentagons around my PCB, and then let the zones be clipped by Edge.Cuts. The irregular pentagon makes a Zone easy to select, and if something goes wrong in the Edge.Cuts layer, then you see it instantly when reviewing Gerber files before you send them off.
When you start panelizing such a board however, the whole concept breaks. You mess around with Edge.Cuts, (mousebites etc.) and the different zones with the same net are just merged into a single zone by KiCad. So you have to carefully manage the zone outlines yourself.
You also have multiple instances of each footprint with the same RefDes (“Reference” in KiCad speak) and this also complicates things. If you want to make some change to the PCB after you’ve made the panel, it mostly means you have to do the whole panel again, or delete the PCB’s from the panel and then integrate the modified version again in the panel.
(This spings an idea: Put your mousebites in the orignal PCB project, so they get copied & multiplied together with the rest of the PCB’s.)
And indeed:
JLCPCB even has a button on their site during ordering with something like “Panel by JLCPCB”.