You cannot (easily) do cell merging in table box. Like hogi did already ask, could you just use the tabulate in your new window/report?
Most of the things you can do with table box, can be found from Scripting Index

Names Default To Here(1);
dt = Open("$SAMPLE_DATA/Car Poll.jmp");
nw = New Window("",
H List Box(
Distribution(Continuous Distribution(Column(:age))),
tab = dt << Tabulate(
Show Control Panel(0),
Add Table(
Column Table(Grouping Columns(:sex, :marital status)),
Row Table(Grouping Columns(:country, :size))
)
)
)
);
Scripting Guide > Display Trees > Construct Custom Windows > Examples of Creating a Dashboard from T...
There are also some options outside of table box (such as using lineup box) but those generally do require more scripting.
-Jarmo