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As above. Only models with the Independent Character rule can join other units (with rare exceptions, like the Hive Tyrant).
There are two different types of Characters in this game- Independent Characters, and just "Characters" (often referred to as "upgrade characters when they're an upgrade to a model in a squad). The distinction between the two has been pretty much the same since 3rd edition, although 6th introduced some new rules for characters (like Challenges, Precision Strikes/Shots, and Look Out Sir), and expanded the category of Character to include some new models.
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