I prepared 4 different PCB layouts on Eagle CAD and generated Gerber files. As I can see Eagle CAD doesn't have any option to panelization.
Is there any free tool/program that can allow me to panelize different layouts in the same panel (A4 size)?
Furthermore, I will like to have test connections through breakout tabs to the side of the panel. Do I need to draw it on the panelization SW or how?
As gbulmer says, panelize.ulp is an Eagle tool that does this. There are some clear drawbacks to using this tool, IMO- mostly with respect to how all the components end up numbered.
There are some usable tools, like gerbmerge (see http://www.instructables.com/id/Panelizing-PCBs-for-Seeed-Using-Eagle-Free-Light/) that do a very reasonable job, for free. Also, most fab houses will panelize for you (make them earn those NRE's!!)
However, your requirement that you have test connections on the runners, and you're using Eagle, severely limits your options. I think panelize.ulp is about the best you can do.
Open a new eagle board file. In this board file go to File -> import -> eagle drawing. Select the board/boards you want to have on your panel and place them on your board layout. This imports the schematic and the board layout of the project you imported.
Once you have all your boards imported you will see that you have unrouted lines between your boards. At this part you can do two things: Ignore it and disable the unrouted layer (layer 19) or you can edit the signal names in the schematic. The last option is alot of work to do. Also the schematic becomes harder to read because your probably (atleast this is what I do) name the signals like this(I take the 5 volt line as an example): 5V, 5V_1, 5V_2 etc. Thats why you start a new eagle project for this so you can keep your schematics apart from each other and keep them readable.
Last problem you will run into is changing the names of your ground. For that I'll refer to this question. You should read my answer and be able to change the signal names for your ground then. There is a chance that you also have to change the names of you polygons of your ground planes too.
This is as far as I know the only way to do this.
