The screenshot below shows the Bridge Tool. This is a new MAYA tool I have learned to use. It’s used to create a bridge between two objects. First you select the face on an object and you delete it. Next you do the exact same on the other object. Then you combine the two objects. After this you select the edges around the face you deleted on both objects. To find the Bridge Tool you click Edit Mesh which is on the top panel and then you can see bridge. Click the box to the right of Bridge and a window will appear. Make sure Smooth path + curve is ticked and have around eight divisions. Make sure you delete the history again.
I find this tool very useful to use as it saves a lot more time and does a way better job than other methods. To make the arch I could have kept extruding and curving the both objects but that would have taken ages and not looked as realistic. I also find this tool helpful as I can use it to make the models for my medieval asset pack.

The screenshot below is what the arch looks like after using the Bridge Tool and changing the divisions.

