We demonstrate full quantum state control of two species of single atoms using optical tweezers and assemble the atoms into a molecule. Our demonstration includes 3D ground-state cooling of a single atom (Cs) in an optical tweezer, transport by several microns with minimal heating, and merging with a single Na atom. Subsequently, both atoms occupy the simultaneous motional ground state with 61(4)% probability. This realizes a sample of exactly two co-trapped atoms near the phase-space-density limit of one, and allows for efficient stimulated-Raman transfer of a pair of atoms into a molecular bound state of the triplet electronic ground potential $a^3Sigma^+$. The results are key steps toward coherent creation of single ultracold molecules, for future exploration of quantum simulation and quantum information processing.