Depends on what you call a "free market". The usual understanding is that a free market relies on the participants having sufficient information and being able to trade freely. However, the necessary information is usually hidden by sellers so that buyers can't make a "rational" decision in what to purchase (see The Market for Lemons: https://en.wikipedia.org/wiki/The_Market_for_Lemons).
Trading freely is compromised as well as markets will almost always favour the larger purchaser and so there's an incentive for companies to become every larger in order to consolidate power and profits.
So, it's not so much that free markets lead to monopolies, but our bastardised version of free markets that lead to monopolies.
Also, free market advocates are rarely advocates of actually free markets, but instead advocates of asymmetric markets that favour the large incumbents.