How do multiple PhD scholarships combine?
Dave's answer is mostly correct: you should not accept both without the explicit written permission of both scholarship providers.

Some scholarships can be combined, if the fellowship sponsor allows it. However, in general, large-scale fellowships cannot usually be accepted in conjunction with other fellowships. You'll need to choose one or the other. 

On the other hand, if you're talking about actual scholarships—by which I mean cash awards directly to you, without being tied to a specific course of study at a specific university—the rules may be more relaxed. 

The important thing is to read the rules and conditions associated with each award, and then to ask the sponsors if you have any questions.