Compound Colliders[HELP]

I heard about compound colliders about 2 months ago i think, it looked complicated so i didnt use it. but know im starting to reconsider because im going to need to be more complex, so i added a another collider and i got an error message.
How am i supposed to use compound colliders in unity?

A rigidbody will react to other objects hitting colliders that are in the hierarchy below the rigidbody. So you can have as many colliders on child object of the rigidbody.