Select a contact > click on 3 dots (on top right) from their chat screen 

Click on Merge Contact > Name of other channel(s) will display them (depend upon the integration done).  

List of contacts will display from whom you have received the messages under respective channels

Select the connected Profile from the respective channels you want to merge.  

at a time maximum one profile can be selected for merge.

From Web version

Select a contact > click on plus(+)  sign under Profile from contact’s profile section

Click on Merge Contact > Name of other channel(s) will display them (depend upon the integration done).  

List of contacts will display from whom you have received the messages under respective channels

Select the connected Profile from the respective channels you want to merge.  

at a time maximum one profile can be selected for merge.