How can I make ROC and compute AUC?
Is an interesting question.

You are solving a optimization problem

$max$
$AUC(\alpha_1*X_1 + \alpha_2*X_2,Y)$

$s.t.$
$\sum^2_{i=1}\alpha = 1$

You are maximizing the AUC using the models 1 and 2 (which are $X_1$ and $X_2$) subject to the sum of weights is 1.

You may any optimization algorithm, even Excel's solver to do this.