Connecting two separate meshes?

I have a model of a woman in one file, and a model of a gun in another. I know I can import them both into the same scene, but I can’t seem to find a way to make them actually connected, as I can’t enter “Edit mode” in them at the same time. Please someone help? It’s kind of a rush, and I would love some help. Thank you for your time everyone

Join two selected objects with Ctrl+J