This is what I want to create.
Now I don't know how to merge 6 circles like above. Any ideas, Please?
You can't really have solid shapes like that overlapping above and below different parts of the same shape. What I normally do is simply duplicate the shape. You then have one for the "behind" parts and one for the "in front" parts, and delete, mask or otherwise hide the appropriate areas...
So you start with two shapes like this:
Duplicate the bottom shape, bring it to the front then simply delete (or mask or whatever) everything except the areas that need to overlap:
Repeat the process for the next shape: