Depending on the context, attaching multiple mesh Objects may be required to further editing a selection. In Blender 2.8+/2.9+ and newer versions this can be done using Join.
Design note: as an alternative to Join it’s now possible to edit multiple objects at the same time using multi-object editing – each object remains distinct but can be edited as part of a broader group selection.
Like most aspects of Blender, Join is selection based. To attach multiple objects together first they must be selected – in Object Mode select an initial object then Shift + L/R to select and include additional items. Once a collection of mesh objects is available, from the Object menu top-left of the 3D View, select Join from the options available – Object » Join. Alternatively press Ctrl + J). The selected items will join together into a single, editable mesh (Edit Mode/Tab).
Separate Joined Objects
Once objects are joined together the result is a single unified object which typically means they cannot be easily re-separated – beyond a certain point Undo (Ctrl + Z) will be no longer practical. Separation in this instance would require manual selection of parts belonging to each object joined. To do this make a selection and click Object » Separate » [option] (or press P).
Design note: making gross selections can be done using the various select tools (loop, lasso, circle, box), or where suitably assigned, Material selection – in Material properties, select the appropriate material and click the Select button.
Separating joined meshes typically requires selecting elements formerly belonging to each object prior to being attached and then separating them as units.
Once objects have been joined they generally cannot be un-joined or separated in a way that would otherwise undo the operation as a tool function because they have become a single unified mesh. In other words, unless the objects joined together had been identified in some manner beforehand Blender has no way to differentiate one section from another.
Design note: in this context Undo/Redo, Ctrl + Z/Ctrl + Shift + Z, may not suffice, especially where further editing has taken place.
To address this problem, whilst it may not always be practical, before joining objects together give each a unique Material and/or Vertex Group assignment to each element, when joined they will then be identifiable and independently selectable and detachable using Separate – Mesh » Separate » [option] (P), if required.