how to join different line segment into single line segment ?

You don't join line segments. You delete all but one of the pieces and size it (through trimming, or dimensioning) to the length you need.

I am not getting the actual design intent but you can try creating  composite curve. As Ken mentioned you cannot join the line segments, so try getting a new curve. For that select first curve, copy and paste + SHIFT and other curves. This will give you a new curve. 

that would be very handy therefore its not possible in Creo