Combining your weapons is an effective way to increase your damage output, at the cost of reducing your ammo capacity.

To link your weapons, start with the first weapon choice equipped, hold shift, and right-click to cycle through to the weapon you want to link to the first. Once that one is selected (it will have a pale outline) left-click and then release shift. Firing will now fire both weapons. This can be disabled by right-clicking, and cycling through your weapons.

This same method can also be used to disable your weapons if you want to make sure you don't shoot something accidentally (like Yelena in Mission 14 - Fanning the Fire, if you want to go for the Scion ending). Instead of selecting a second weapon while holding shift, cycle through and select the currently equipped weapon. This will disable weapons, blacking out the ammo gauge. Clicking the fire button with weapons disabled will do nothing, which is helpful if you have an itchy trigger finger! Right-clicking will re-enable weapons, and switch to the next weapon after the one you had equipped before disabling.