Just combined, no need to merge the vertexes on anything if it looks fine separate. You don't need joined topology for most things. That starts to become an issue once you start animating things that will deform, like people (rigid mechs don't really have to worry about this).
Now when you say merge; do you mean literally merge vertex's or literally just combine them to make them one object? From the first link (dropbox link) I see the low poly is literally a bunch of items all placed ontop of each other; nothing really joined by topolgy? is that correct?