so you want to learn how to combine a couple of different objects together using the boolean tool and a couple of other tools in one or two points. If you want to merge some objects in blender 3.3, well the first thing you should know is they don't use they don't say merge on blender they say join.
how to join multiple objects to a single object :
in blender version 3.3 let's do the ctrl + J method first let's start by deleting everything to clean up the area right mouse click to select the object and press X + Enter to delete now :
go to the create menu and add UV sphere drag it a little bit up.
go back to the create menu and add a cylinder
these two are different objects we can select them one by one if you want to make them a single object select both objects while pressing Shift key on the keyboard and press ctrl + J on the keyboard to join them, both cylinder and sphere are a single object.
The boolean method press ctrl + Z keys multiple times to undo our join and make them different objects again press 1 on the number pad for the front View and five for the orthographic view now move the sphere down until it half overlaps to the cylinder it's joined but still, they are different objects we can select them differently, if you press the Z key on the keyboard you can also see the extra geometry of sphere inside the cylinder.
We are going to make them single objects and we will also remove the extra geometry inside the cylinder for that expand this right side panel a little bit to unhide some icons make sure that cylinder is selected click on this modifier icon click on the add modifier button and click on boolean modifier, go to the object section click on little cube icon and choose the sphere and in the operations section choose a union and click this apply button then move this object to the side and delete the sphere now you have just joined the sphere and cylinder into a single object and you have also removed the unnecessary geometry from inside.