From the Merge Wizard you must select a data source before the wizard will continue. The Wizard provides a Browse link for you to locate and open the data source. My Data Sources will automatically open once you select Browse.

From the dialog, select the data source you plan to merge. Publisher will list the sheets/pages that you want to merge. Select the sheet containing the information you want to convert to a catalogue.

The wizard will then read the information in the data source. At this point you may uncheck any row/category/item that you do not want included in the merge.