Reduce the model file or save it as one file?

I have imported some obj files as models into Unity. Then there are too many model files in Unity, I want to reduce the number. First, I tried to save the model to a prefab. I was success but when I deleted the model files, the model of the prefab was missing. The question is why the prefab itself does not save the models. It just groups the models. What I need is a way to save the model to a prefab. Second, Combinate models, I don't want to merge the meshes, is there a way to simply put the models together?