Create drawing as one single entity

Rajakrishna Sudhakaran said:

I want to have the whole drawing as one entity so i can copy the drawing and paste it elsewhere as one drawing

The usual approach for that purpose is a MicroStation cell library or a reference.  I see that José is describing the reference route.  Here's how to make a cell library from your existing file...

1. Save your existing DGN file as a new file
   • Use file extension .cel
   • Save the file to the same folder where you other cell libraries are located.  Look at the paths in configuration variable MS_CELL to see those locations
2. Create a new, empty DGN file
3. Attach your new cell library
4. Place the cell that is automatically available from your DGN model

Rajakrishna Sudhakaran said:

Still selecting individual elements.

Are they locked?

Check Properties:

You can use CTRL+L (to lock) and CTRL+M (to unlock).

Or is this a reference file?

Regards

Drawing is unlocked. No, not a reference file

Rajakrishna Sudhakaran said:

Drawing is unlocked. No, not a reference file

Have you tried using CTRL+G with less elements?

I've seen this happend especially by the look of your screenshot 2D output that came throught 3D. This cause your drawing to have a lot of elements and CTRL+G can't make the group, specially using SS2 which is now somewhat older version of the program (2013).

Depends what your need is, but by the look of it the best way is to work with references. Or update your program version.

^The drawing will need to be in a model type Design for that to work.

If you tell us what you want to do with the thing, we may be able to make better suggestions. There are certain advantages to using the Group command. 

This seems like a candidate for referencing, depending on what you want to do.