So I have merged boys body and head in zbrush by pressing merge visible and exported then imported to max. It gives me all body part separated ?
Did you remesh or retopo after merging the two meshes? Merge Visible will put the separate meshes into the same tool, but unless their edges are point-for-point aligned (and the “weld” option is on), they will still be separate pieces of geometry.
One of the fastest ways to fix this is “Remesh All”.
If you need to preserve your topology, then you can use your mesh as the basis for retopology operation and connect the two pieces by hand.