First_Name="Mirza" should create a very nice compiler warning for you. See how Manga used the std::string class instead of char arrays? Use the C++ facilities you have given you.
If you are forbidden from using std::string (as some professors will do, IDK why), then make sure to #include <cstring> and std::strcpy( First_Name, "Mirza" );.
Finally, concatenation is combining two string values by appending them, creating a new string value. Printing them to standard out is not concatenation. It is output.
It would help if you were more specific about what you are trying to accomplish. Names like "MyClass" are meaningless. The only clue is the member variables "First_Name" and "Last_Name", which suggests that we are dealing with a person, which leads to an incongruity: you cannot concatenate people. Perhaps you mean, "full name"?