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Hi @Yasser2, welcome to our community!
As pointed out by @uliwooly this feature that is supported in your Xperia C5 Ultra.
For details about the number of participants that you can add to a conference call, contact your network operator.
To make a conference call.
To add more participants to the call, repeat the relevant steps as described above.
If you want to release a specific participant from the call tap on "Manage conference" and tab the red phone symbol next to the name / number.
To end the conference call simply press the red phone button and the conference will be ended.
Let me know if that answers your question! 
Hello again!
There may be a limitation set by your network operator and that is why it's not working like it should, have you been in contact with them?
You can also have a look in the Google Play store if there is any third party application that suits you better for making conference calls. Search for "conference call" or "conference call app".
Keep me updated! 
Hello again!
The software fully supports conference calls, and you can make a conference call by following the instructions that I posted earlier.
If you don't like how it's working in the inbuilt Phone application there is other application in the Google Play store that you can use to make conference calls. I haven't tried any of them myself so I can't recommend any of them I'm afraid.
How many participants you can have in your call is decided by your network operator, this limit is not set by the phone.
Keep me updated!