Encaustic wax is applied to a painting in layers, fusing merges the layers together. Fusing as you work simply means to apply heat to allow each layer to soften enough in order to merge with the previous layers.
You need to fuse the first layer of wax to the substrate and then each subsequent layer needs to be fused to the layer below. There are a variety of encaustic fusing tools used by artists working in encaustic.