You don't mention how you intend to use the 2 objects shown in your screen shots, will they always be rotating/moving at the same time or not?
If both objects will always move in unison then you can select one of them right click on it, select Attach from the menu and finally click on the other object. Any moving/rotation after the attachment is controlled by selecting the parent object.
If however you have the need to at sometime rotate/move either of them independent of the other then it would be better to add a dummy object to the scene and attach both items to that. Selecting the dummy object as the parent will move both of the other items as required, while still giving you the option of selecting each one individually for movement if required.
Gerry
System: Win 10 Pro (21H2), Asus X99-E WS, CPU i7-5930K -3,5 GHz, 32 GB DDR4 2666-16 RAM, NVidia GTX 1080 Ti GPU - 11 GB VRAM(Driver Studio-536.99), Samsung 850 Pro 512 GB SSD, 6 TB HD storage.