@cpmodling I’ll try to provide some guidance.
I am not realy sure if they “need” to be one object.
In real life that gun would still consist of multiple pieces fit together to look like one.
The appropriate way is probably not an easy way. However there are a few options.
If you are just looking for 1 combined object you can select all and join them into 1 using Ctrl + j
If you want all of the meshes to flow into each other you could go about it a few different ways. Maybe join – remesh with voxel or quad – retopologize