For illustration purposes, let's say you want to merge List A into List B. Please follow the following five steps in order to do so.
Step 1. Go to Discover > Targeted Lists and open List A.
Step 2. Select all the names in the list. You can do this either by clicking "Select All" or ticking the box beside "Contact Name".
Step 3. Go to Actions > Save Selected as a List.
Step 4. Select "Save To an Existing List". In the window, type in the name of an existing list and select the one you want from the drop-down results. then click "Save and Continue".
Step 5. Repeat the process if you have additional lists to merge.