Due to changes in Blender 2.80, the Texture Atlas add-on might have become obsolete.
In Blender 2.7x it was only possible to edit one object at a time, thus you were only able to see one UV layout at a time.
In Blender 2.80 it is possible to edit two or more objects at the same time.
Start with UV-unwrapping the individual objects, just don't move or place the UV islands to minimize texture space.

When both objects are unwrapped, select both objects, go into edit mode, move your mouse to the UV Editor, select everything and go to "UV - Pack Islands".

Now every UV island from every object should have its own UV Space and also roughly the same texel density.

You can now either modify the UV layouts further (optimizing texture space, sorting UVs, etc.) or you can continue to bake your materials.
As for now (Blender 2.80 Beta), baking textures only works in Cycles. Go to "Properties - Render - Render Engine" and switch to Cycles.

Thus I have had this picture before your steps
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2
And after unwrap all selected and so on I got this
Could you tell me the steps I made wrong?
– Supaplex Mar 25 '19 at 18:55