As an example, let's say we have two player names at two sites: "PT4isAWESOME" at PokerStars and "PT4isSWEET" on Merge. We want to combine these so that we see all our hands under "PT4isAWESOME".
Here's how to set that up in PokerTracker 4:
Select the main player, in this case PT4isAWESOME, in the player list.
Click the little red button just to the right of the player list.
The "Alias" window will come up. Go to "Add" to add another screen name to this alias.
In the next window, search for the player screen name you wish to add. In this case, we are searching for PT4isSWEET. Select it, and then push "OK"
You will now see the selected screen name in the "Alias" window. Click close.
Click "Refresh" in the upper right hand corner of PokerTracker 4 and you are ready to go! You can always manage this alias in the future (either adding or deleting screen names). You will also know that a particular screen name is an alias when you see this little icon to the right of a selected player.