Make sure that the cone has the same number of sides as the fuse.

Then, attach the cone to the fuselage.  Move the vertices to match the fuse vertice locations.  Then WELD the vertices.

When done, select all polys, clear smoothing, and auto-smooth.

First off, you may want to delete the two polygons that are facing each other when you attach the two parts together.  This will eliminate them, as they wouldn't be needed later, anyway.

A good way to match the vertices to each other without affecting the shape of the fuselage is to right-click on the little button at the bottom of the screen that looks like a horseshoe magnet with a "3" next to it.

A small window will appear.  Click "Clear All" and then check Vertex.

Now grab each of the vertices on the nosecone one at a time and hover them over the corresponding vertex on the fuselage.  Simply letting go of the vertex at that point will make it "jump" to the exact position of the other vertex.

Do this for all the vertices and then, in the rollout, scroll down until you see a section labled "Weld".  In the little box next to "Selected" type in 0.01.  Select all of the vertices at the new joint by drawing a selection box around them.

Now click the "Selected" button and all the vertices you have selected will "weld" with the vertices they sit on top of.  This will keep you from getting error messages from MakeMDL when you try to export.

ALTHOUGH!

A better way to do this might be to just select the polygon on the front of the fuselage (one of the ones I told you to delete before) and then Extrude it out a little.  Now select all the vertices at the front end and click "Collapse" near the bottom of the rollout.  This will give you a cone that is the exact shape of the nose you have already created.  Now just move the single vertex around until it lines up where you want it.

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Go... Customize up on the toolbar... preferences... Viewports... and select Transform Gizmo, select on and
and other boxes "Use Labels" - "Use Planes"...

... hope this helps..