There are two ways to do this.
1. The simplest way is to use a Combine Columns step in the Data Pipeline. Please see our documentation on the Combine Columns step.
2. If you would like to customize how the columns are combined, you can do so using a custom formula in the Add Column step.
Scroll down to your Data Pipeline and click the + Add Step button, then choose Add Column from the dropdown menu.
Name your column, and enter the Formula in the following format. Be sure to use double quotes, not single.
"Column name" || "Column name"