Did you ever work with Actions?
Add a TActionList (palette "Standard", right-most icon). Double-click the ActionList. Click on the down-arrow next to "+", select "New standard action", scroll down to category "FPSpreadsheet", the Merge-Action is at the end of the list --> the action is added to the action list. Whenever the action is selected in the ActionList, you can modify its properties in the ObjectInspector. You must set its WorkbookSource to the workbooksource that you have on the form.
In order to use an action you select the component (here: your button) and click on its propery Action in the Object inspector. Select the MergeAction.