In order to "Merge" two or more meshes, select one and go to EditMesh.Press the Attach button.
*In this example I use a cylinder and a cube.
Now click on other mesh(es) or select them from SceneList dialog one by one.The meshes are
combined in one.
You can "Detach" mesh faces and make them a seperate mesh object too.
Go to EditMesh and press Face sub-object level button.Select the faces you want and press
"Detach".
When asked "Delete detached?" reply YES to delete the faces from the base mesh or NO to
keep them.
Here are the two objects.If the bounding box of the base model is messed up press "Invalidate".
You can also center the pivot of the new object because it will use the base's one.