What you’re asking depends on what software you’re using.
For example : In Carrara, you can create a Group, or an Animated Group of different objects, which allows you to select and move that single group.
In other programs you’ll need to “Parent” objects , so that one object moves along with the other.
An example of this would be: A figure walking along holding a box, ..the box ( a prop object ) would be “Parented” to one of the figures hands, and would follow the motion of the hand as if it were stuck to it.
It can help if you mention what type of objects you’re using, and what you’re trying to do, and maybe a screen-capture of what you’re doing.
Hope that makes sense