Joining segements of a line in creo?

use the constraints.use coincide by picking the ends of both lines.

can we merge two lines in different planes? of course they have common point .
???

Unfortunately Creo doesn't have this option, at least not till Creo 4. Above that, I can not tell. You can use Divide but there is no Combine like CATIA has, which is really strange that you can do it 1 way but not the reversed way.

BUT. There is a way around it. You can change the lines you want to combine to construction geometry and lay a spline over it with many points to approximate the original geometry as good as possible. Until PTC adds a Combine feature (and many other features it is missing) for sketch lines this is the only way to go. I need it alot for the Swept Blend feature for example, where you want equal sketch lines between sketches and sometimes I don't want to divide an already complicated sketch.

Here is a work around...
First, if there are not already additional line segments connecting to the "final" endpoints of the segmented line, draw temporary line segments coincident to the "final" end points of the multiple segment line in question.
Second, delete all the straight line segments between the two "final" points
Third, draw a new line connecting the "final" points
Finally, delete any temporary segments.