This a question that I find comes up a lot in the classroom when we are covering the vector drawing tools in Photoshop. If you are drawing using the pen tool (P) and you have two or more paths that are completely separate, how do you join them and move them together?
If you want these paths to move as one unit — you can combine them. Click on the Path Selection tool (Shift + A to cycle through). Then on the Options bar at the top of the screen, click on the Combine button. All the combined paths will move together.