That is not typical behavior for Creo. You can make a hole, revolve cut, or extrude cut but if you want both bodies to remain, you will need to look up merge bodies.
What you describe is a boolean operation which is built into Creo parametric features. Also, part files in Creo merge when they are solid bodies. You can have multiple solid bodies as long as they are not in contact with each other.
Surfaces on the other hand (quilts) have some more flexibility. You can intersect, merge, join, and trim different surfaces for whatever reason.
What exactly are you trying to accomplish?
