You technically don't combine jobs. You give a job an ability learned from another job. What you do is gain some job levels with one job. That learns you some abilities that you can carry over to use in another job.

For example, you can make Bartz a white mage. When he reaches the second job level, you can make him a Knight, and put !White on his ablility. Now he's Knight that can use up to level 2 white magic. When you master certain jobs, their stats carry over to Bare and Mime, classes which allow for multiple abilities. I hope this was clear enough. If not, I'm sure someone will come in and clarify.