in Blender 2.93 you can find merge in Mesh Menu
3 Likes
Yes, some people look for the old remove doubles instead of the new merge by distance.
1 Like
Yes, I’m one of those, but that’s because I’ve been using various earlier versions of Blender for so long, this is the way I remember to do it.
That doesn’t mean I wouldn’t do the “merge by distance” method when I finally get to playing in 2.93 reguarly. 
1 Like
Also, for Blender 2.93, you can Press the m key to get the same menu 
nice n’ quick for those who like their shortcut keys.
this topic is scratching head for hour to get into it.
i figured it out that removing doubles option is not there anymore and instead of that merge vertices will work.
so and so, you have to create those both object in edit mode. like, 1st create sphere and convert it into edit mode than add cylinder in edit mode only. than only merging vertices will work.
1 Like
Welcome to this site.
Great you worked it all out.
The Udemy Q&A probably has this answered several times as the change came in with the description. Probably turn up on this ask section too if you searched for it.
Both are always worth a check for problem solutions!
Sounds like you understand the single object requirement to be able to merge verts too. 