Add both images in a new image.
Select the left image. Click on “Add layer mask” (the second option from the bottom bar, after “fx”, from “Layers”).
Select the left image (from layers), click the “Gradient Tool” (left panel). For the gradient color, select black and transparent (the second color from the menu).
With the left image being selected, just drag a line with gradient tool, from right to left.
Depending how long you draw the line, the merging effect will look different.
You can see in the example, also how the layers are looking.
This is the easiest way.