What do you mean with merge?
If you mean to make one line out of several lines lying completely or partly upon an other, no, there is no way.
You can make a polyline of several consecutive lines touching each other with Tools - Polyline - Create Polyline from Existing Segments. But this will not behave completely like a normal line as the single elements still exist in the polyline. You can see this when using Snap to Endpoint or Snap to Middle. Also Trim will not work.