how to connect different parts

I would try either Tie constraint or (better) Contact interaction. This will prevent any penetration. In case of contact you should choose some properties but default ones should be enough.

Normally couplings are to apply remote force (tie would be good as FEA way says to bond them).

Just something general about couplings, and their use for applying a remote force.

For SHS or a CHS, the point of load application is many times on the centreline of the section, thus there is no node there. In Strand7, which is the software I use, one can use a rigid link cluster/spider, or a multi-point link cluster, to obtain a node (remote point) on the centre line where we can apply the load onto. Very often these two are what is called RBE constraints (Nastran name), and are more specifically RBE2 and RBE3 respectively in Nastran (often used like explained here for remote load application). These two translate as kinematic (RBE2/rigid link) and distributed (RBE3/multi-point) coupling in Abaqus.

Thank you for answering me FEA way and Erik Panos Koston.
I used contact interaction, more specifically surface to surface contact and I applied a small friction coefficient since I tried to impose the frictionless but it gave me an error.
So can you tell me please what are the default properties that you already suggested to use?