Believe me, there is no set "how to" - once you decide if you two are going to blend families, you just sort of dive into it and learn as you go.
I brought 4 sons into the mix, my wife brought two - a son and a daughter but only three of them still lived at home: The three oldest boys had already started their adult lives and are living on their own. We just started to do things together as a family before we were married but after (and only after) we knew we were going to have a future together. At first it was once or twice a week and, over time, we increased the frequency. Just doing the normal stuff - dinners, going to ball games, kid's plays, church, etc. Pretty soon we were acting like a family although we did not live together or combine households until after we were married.
One of the biggest items to get a handle on is discipline. Are your styles similar? If they are not, I advise the two of you to sit down and hash the entire thing out. What is allowed, what is not - what are appropriate punishments (no - not consequences - I'm old school ;D) We are lucky, we had similar styles and it all meshed nicely. We also had no issue disciplining each others children if need be. Again, this worked well for us as the little scamps will play each of you off of each other if you give them half a chance. Don't fall into that - it's a recipe for disaster.
We dated for a full 16 months or so before we were married and for us anyway, the kids knew from the start we were to be married at some point. By the time we were married, the kids had fully accepted the two of us both individually and together as a married couple. They also felt they were brother and sister and all that goes with that.
Oh, one point not to be missed - for goodness sake, give a teenage girl her own bathroom if at all possible. There can be hell to pay if you don't.
Good luck - Mike