merging tracks in iTunes 12. 9.2.5

The Join CD tracks option only appears if the CD is sorted on the left-most column of numbers in ascending order and two or more consecutive tracks are selected.

Note it must actually be that left column, not track number or album by artist, or another column which could give the same order, but not enable the option.

See Audiobooks on iPods for further advice including tools that can join tracks you've already ripped.

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Click to highlight two or more consecutive tracks, and then Join Tracks will appear as a third option on that menu.

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Make sure the CD is still present in the drive, and that the songs are in track order.