How to attach the round bar between the 2 points

You have several ways to do it but they depend on the efforts that this structure experiences.
1. Cut the ends of the tube at the appropriate angle and weld them directly to the "U" profiles. In theory it is the simplest and most direct, but in reality it depends on the relative orientation of the extreme points to be joined.
Note: In general, it is not a good idea to weld anything against the flange of a U-profile as it can generate localized deformations and misalignments that create bending moments that could be avoided.
2. Flatten the ends of the tube and cut them to size. It is a solution used for simplicity when resistance requirements are not very important.
Note: identical to case 1.
3. Define "nodal plates" as in any metal structure that will be welded to the "U" profiles at one end and to the tube at the other, and whose design ensures that the forces circulate through the appropriate axes (of the tube and the U profiles ) to avoid bending moments and localized deformations.

PS: one image shows a metal chair with round pipes for which they adopt solution 2 (crushing the ends) and the other image shows a structural knot that uses a sheet to join the different profiles that meet in said knot .

There is another way. When a plane surface or straight edge is unavailable for mating, the part’s sketch line can be used. Even lines and points can be added in a sketch for mating purposes. All it needs is to make the lines and points visible in the assembly.

Hi Rahul, I'd like you to please go through the document attached. I hope this will help you understand how to use sketch lines for mating. I also attached the Solidworks files too.