If you have different body that you want to glue together like this one
Generate the geometries (click the thunder icon). When finished, you will have as many parts as you have bodies in the Tree Outline.
In the Tree Outline, Ctrl+LMB (left mouse button) on the bodies you want to combine.
RMB on one of the selected bodies (a secondary window will appear) and then click on the Form New Part option. Now, you will have 1 part comprised of the selected bodies. The bodies which were not selected will not be inside the part and will not share any boundaries with anything (isolated).