I'm new to blender and trying to do a wheel. But when i try to merge the center hub parts they dont..
I am assuming all of your meshes are already combined to a single mesh (if not please select all pieces and hit Ctrl + J).
Select the edge loops (as selected below) and follow the menu Mesh->Edges->Bridge Edge Loops:
Output will be :
I hope it will help you, best of luck :)