not sure how do that easily myself.. there is a way I know how to do it tho and it's kind of a long way but...
1. Create a copy of each object you want to wield together.
2. Boolean subtract the copy of the cockpit "object b" from the original wings "object a"
3. Then do the same to the original cockpit "object a" with the copy of the wings "object b"
4. Attach the 2 meshes together.
5. After which you would need to manually wield each vertex together.
You will need the number of Vertex's to match using this method you can do this easily by adding or deleting edges in edit poly. This should work for any objects you are trying to wield together.
"I change my mind so much I can't even trust it. My mind changes me so much I can't even trust myself."
That's a pretty good explaination and should suffice for what you require. You can also just use the cut tool to cut the edges into each object and then weld them together. I'd suggest checking out some modelling videos to get an idea of a few techniques that could be used.
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