Combine different shapefiles in ArcGIS, using the 'Union' or 'Merge' geoprocessing tool

Using the "Union" tool:
The "Union" tool combines features from two or more input feature classes to create a new feature class containing all the geometric intersections and overlaps. This method is suitable when you want to preserve the original shapes and their attributes.
Here's how to use the "Union" tool:
Open ArcMap or ArcGIS Pro.
Add all the shapefiles that you want to combine into your map.
Open the ArcToolbox or Geoprocessing pane.
In ArcMap, navigate to "ArcToolbox" "Analysis Tools" "Overlay" "Union."