There is no built-in feature to merge catalogs.
You can achieve a partial merge by writing tags and other metadata to the photo files in Catalog A, then importing the photos from Catalog A into Catalog B. If the photos are in collections/albums, this information will be lost via this procedure. Stacks and version sets are also lost via this procedure. Probably there are a few other things that are lost via this procedure.
North America
Europe, Middle East and Africa
Asia Pacific