Follow these steps to use the Merge shapes tool in PowerPoint:

1. Open a new (or existing presentation), select the slide where the shapes will be merged.
2. Click the Insert tab and select the first shape you want to merge.
3. Prior to clicking the shape, press the SHIFT key; this will allow you to add additional shapes to the selection.
4. Continue selecting the shapes you want to merge. If you want to select shapes from multiple slides, you should navigate to each slide, select the shapes, and return to the original page before continuing.
5. Once you have selected all the desired shapes, click the Format tab and select Merge Shapes from the Merge Shapes drop-down menu (located in the Arrange group).
6. A menu of options will appear, from which you may select the desired Merge Shape feature.
7. When you find the option you want to use, click it and all of the selected shapes will be merged into one.