I am assuming you are using Confluence New Editor. Once you select the cells you want to merge, you see an arrow on the top right corner of your selection, which when clicked provides various actions you can perform on the cells. Here is an image to help you -
If you are using the old editor, you see the merge option in the table options ribbon right below the toolbar. I am assuming, you must be knowing that already.
Let me know, if you still can't see the option to merge cells in your table.
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