Can’t find Object / merge toggle

I’m finding all sorts of pages and Youtube videos on this subject but nothing says what to do if he option isn’t available / not on the bottom of the toolbar. Where can I find this tool / command?

BTW I’m using Flash CS6 Pro in Adobe CS6 Web & Design Premium.

while draweing a shape , square for example press the "r" key or the "j" key, check it out

actually i think it is "r" and "o" keys, test it, or use primitive tools in shape drawing tools