What version of UP Studio are you using? The latest v2.6 combines parts together after auto-placing to a single raft.
In the previous v2.5 and below, you have to move the parts as close together as you like or not at all, and selecting the models you want to merge, click the merge button. The icon is four squares for this. You might find the whole system easier to navigate by dragging the UP controls to the top or right edge of the screen which just expands all the controls.
Don’t use UP Studio v2.6 if you’re using a non-upgraded/Classic UP Box. v2.6+ is only suitable for UP Box+ models where the newer CPU firmware reads the newer slice tsk language better.