To combine two simple sentences into a complex sentence, one sentence should become the main clause and the other should become a subordinate clause.
Given:
He shot an arrow.
The arrow fell on the rooftop.
Since "the arrow" is common to both sentences, we use a relative clause to modify it:
The arrow (that) he shot fell on the rooftop.
Here, "he shot" is a defining relative clause modifying "the arrow." The relative pronoun "that" is optional because it is the object of the verb shot.
Why the other options are incorrect:
❌ A) He shot an arrow and it fell on the rooftop.
❌ B) He shot an arrow, but it fell on the rooftop.
❌ D) The arrow that fell on the rooftop has been shot by him.