You might be able to find a plug-in that will support such an action, but it's not something you can do natively in Lr.
You can't merge images to a panorama in Lightroom. You can merge images in Lightroom to a panorama in Photoshop.
Do the following. In Lightroom Library module select the images you want to merge to a panorama. Then click Photo > Edit in > Merge to Panorama in Photoshop.