Hey there! Hello!
In an instance of Microsoft Word 2016, you'll find that Merge Cells in the right-click option menu will do just what you're looking to. In Attachment 1, you'll find where the actual selection is, and in Attachment 2, you'll see what it did to the cells across the top, which were previously connected. I also added a different formatting to the table in the second attachment, the colors were not changed do to selecting Merge Cells.
Hope this helps you out! Feel free to ask me any additional questions if you have any. :-)