I don't believe every carrier offers this, but even those that do generally have some requirements on it. For one, you usually have to be the originator of both calls. That means that, if you're on the phone with Jenny, and John calls you, you will not be able to conference those calls together.
To do a conference call, dial the number and tap the green "Send" button. Once the person answers, tap "Add Call" (I think it's just a button with "+" on it on Samsung phones) and it should then let you dial another number. You should then have a "Merge" option.