Hi,
From the Term list, you can select the terms you would like to combine, right-click, and select "recode." From there, highlight all the terms and select "Group." You can find more information about recode here.
By the way, if you have phrases that you believe are a single concept, to use your example, "Jesus" + "Christ," you can highlight these in the phrase list and then right-click and "Add Phrase." This will instruct Text Explorer to consider these as one term; the phrase will disappear from the Phrase list and appear on the Term list.