1. Add two or more shapefiles in ArcGIS Desktop

2. Select Geoprocessing

3. Select Merge

4. See Merge Tool screen

5. Add the two or more shapefiles in Input Datasets

6. Save the Output Dataset

7. Name the Output shapefile

8. Press OK

9. See the new shapefile

Compressing (Zip) a Shapefile

1. Select all files and click Send To and then Compressed (Zipped) Folder

2. See the newly created zipped file