I don’t have a Samsung Note Edge. From the tests that I’ve done on my Galaxy Note 3 and 4, this is generally how to setup a conference on these phones.

1. Call the 1st participant.
2. Then, tap the Add call button to call the 2nd participant.
3. Tap the Merge button to setup a conference between yourself, 1st and 2nd participant.
4. Tap the Add call button to add more participants.

Note: There isn’t a Conference button in the whole process. There are only Add call and Merge buttons to setup a conference call.