Have you selected File | Manage | Value lists to see how these value lists are defined?
With this tool, you see a list of all value lists defined in the current file. Select a value list and click edit to see how the value list has been set up. If the lists consist of custom values, you can copy and paste the custom values from one value list to anther to combine the values. If the value list uses a specify field option, then things get more complicated.
when I click on value list there is nothing in the list.
Are you referring to custom menus in the menu bar at the top of the screen or data fields that have been formatted as a menu? I assumed the second possibility.