Merit based scholarships are merit based, meaning that you have to do well in school to get them. You can get merit based scholarships for getting good grades, being in certain clubs, and even out of school activities like volunteering.
All of these types of scholarships must be applied for and you usually must apply for the separately. Each organization is going to want an application that specifically answers the questions that they are going to want to know to see if you even qualify for their scholarship. Companies like Coke and the famed Duct Tape scholarship have certain criteria that you must follow to get their money they are giving out for college.
Most high schools have information about all sorts of scholarships that you can apply for but, the best place to find scholarships based on specific activities that you are involved in is online scholarship search engines like Fastweb. These sites have great filters where you can put in all of your activities and it will return scholarship results that are tailored just for you.
Also, another good resource is the financial aid office at the college you wish to attend. They have many scholarships that they give out that you might not even know exist or you might be the only one that applies for it.
In short, yes, you must apply for all merit based scholarships for the college you want to attend.