Hi
Follow the instructions here to set up calls with up to 5 people (depending on your carrier):
Apple advises that conference calls (merging calls) may not be available if you are using VoLTE (Voice over LTE).
If VoLTE is currently enabled, then it may help to turn it off:
- Go to: Settings > Mobile / Cellular > Mobile / Cellular Data Options > Enable LTE - turn Off or Data Only.
- Make phone calls with Voice over LTE (VoLTE) - Apple Support