Mergers are used when there are two or more profiles for the same person. I assume you want to link to your sister's profile. On the Edit page, scroll down to Siblings and add your sister as a sibling.
Or perhaps you are asking about duplicate profiles of some relatives, e.g., your father. Get onto the relevant profile, say, your father. Scroll to the bottom. You will see on the left Pending Mergers. Under that in small letters is Initiate a Merger. Click that. It should be clear how to proceed from there.
