how to connect a cylinder and a oblong box

[micheus]

In body selection mode [B] select the objects you Sant "connect" and use the context menu Combine.
You can separate them by using the Separate command.

Just in advise: if you named each object after you separate them they will get all the same name with a sequential number at the end.

If you just want rotate them together without combine them you can just change selection to vertex mode [V] and rotate them. (Change to vertex mode after select them in body mode first )