Grouping and Linking

I have an eye with four parts (cornea, pupil, iris, eye ball), I need to join them to parent them to the body, but in my searches for joining objects i came across many options, and am interested in there applications, how they are used.
P key -
Linking -
Selection sets -
Grouping -
Parenting -
Any help would be appreciated.

Put your Armature in Pose mode, Shft-RMB select all the Meshes then the HeadBone last, Ctrl-P >> To Bone. If you don’t have an Armature then select the main BodyMesh last and Ctrl-P >> Make Parent.