Shahid,
For the Visual Web Parts, simply create a new folder inside your Solution Explorer and name it as per your Web Part name and then right click on folder and add Existing Item and select all the files of the Web Part, the folder will become a Visual Web Part kind of folder and you have then in single solution [single feature].
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For Event Receiver, do the same - Make a new folder with the name of the Event Receiver and add Existing Item, select all files of Event Receiver:
Step - 1

Step - 2

Step - 3

After adding the web parts and event receiver in single solution, your feature file should look like:
