In order to short two different Nets in the design, you will need to create a Net Tie.
Use Tools ► Footprint Properties to give it a Name and to set the Footprint Type to one of the Net Tie options.
You will also need to create a Schematic Symbol in a Schematic Library and use the Properties panel to set the symbol Type to one of the Net Tie options.
(Don't forget to add the footprint to the schematic library symbol.)
If you see the error message:
Net Tie failed verification: [...] has isolated copper, then the shorting copper in between the Net Tie is too small, and is not connecting the Pads.
For further information and reading, review the following resources:
Here's an older document, but it may have useful information:
You might also want to do a little research on Zero-Ohm Resistors.