how did the romans manage to effectively combine their whole empire into one unit?

The Romans effectively combined all the different people in their empire by connecting all parts of the empire and strengthening the allegiance of the people in them. They built roads on which Roman soldiers could travel, but which could also carry goods and people. These roads mixed people and the commerce brought prosperity to the empire. These well-off people were happy with their conquerers. They were also granted citizenship by the Romans. Rome was eventually made up of contented citizens who were connected to the other people in their empire.