"All the world's a stage," serves as our life. "All the men and women merely players;" is being compared to us because in each and everyone of us have different roles in life. These two lines are related in the poem because the poem explains what roles does a man experience in life.
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In the first two lines of the poem, the world is compared to a stage. The people that were found on the earth are also compared to the players who often perform on the stage. Both the world and the stage serve as platform where exhibits their talents.