First of all, there is no reason to NOT combine places in UFT.Regardless of what others say, if you have time on your hands and want to clean up UFT before importing to TMG that's one thing you can do.
Most people going to TMG, I believe, will do the import more than once, playing to some extent with the import options as they get familiar with the TMG results.Having cleaned up the UFT project helps.
Since you have only one project it is really fairly simple.Go to Help - Help topics and click on "Search" then enter "Combining" and select to display the resulting "Combining places" topic.The instructions there should help you; if there's a step you don't understand then tell us what step it is and what is confusing to you and we'll try to help.
This procedure works if the places were entered exactly the same.On the bottom of that help screen there's a "see also" which has a "combine places" item; if you click on it you will see that there are two ways of doing it, and this second way is more general, allowing you to combine places with slightly different spellings or punctuation. This is the one I have used.
Good luck, and we'll look for you on the TMG mailing list One Of These Days.