When in Fullscreen mode, you have to drag (hold down left mouse key and drag) while pushing the <SHIFT> key, the item or email  onto the existing task. The task which you want to merge/group into will get a dotted line around it at which point  you can 'drop' (let go of the left mouse key and <SHIFT>) and Sortd will cause the tasks to be merged. See image below.

Please also see: How do I Ungroup/Un-merge Tasks?