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This question is out of topic.
Anyway, in order to get the mesh connected, you need to have shared surfaces between your solid geometries.
This video shows these shared surfaces, and you will notice them in a different color. when you mesh both, as this surface is common to both geometries, your mesh will be connected.
https://www.youtube.com/watch?v=l7WtSWjhDWA
To solve this, you can combine your solid but keeping the interface:
or in the old panels, use this Geom>>solid edit>>boolean
