These steps assume you have enabled GTIDs for transactions on the sources using gtid_mode=ON, created a replication user, ensured that the replica is using TABLE based replication applier metadata repositories, and provisioned the replica with data from the sources if appropriate.

Use the CHANGE REPLICATION SOURCE TO statement (from MySQL 8.0.23) or CHANGE MASTER TO statement (before MySQL 8.0.23) to configure a replication channel for each source on the replica (see Section 17.2.2, “Replication Channels”). The FOR CHANNEL clause is used to specify the channel. For GTID-based replication, GTID auto-positioning is used to synchronize with the source (see Section 17.1.3.3, “GTID Auto-Positioning”). The SOURCE_AUTO_POSITION | MASTER_AUTO_POSITION option is set to specify the use of auto-positioning.

For example, to add source1 and source2 as sources to the replica, use the mysql client to issue the statement twice on the replica, like this:

mysql> CHANGE MASTER TO MASTER_HOST="source1", MASTER_USER="ted", \
MASTER_PASSWORD="password", MASTER_AUTO_POSITION=1 FOR CHANNEL "source_1";
mysql> CHANGE MASTER TO MASTER_HOST="source2", MASTER_USER="ted", \
MASTER_PASSWORD="password", MASTER_AUTO_POSITION=1 FOR CHANNEL "source_2";

Or from MySQL 8.0.23:
mysql> CHANGE REPLICATION SOURCE TO SOURCE_HOST="source1", SOURCE_USER="ted", \
SOURCE_PASSWORD="password", SOURCE_AUTO_POSITION=1 FOR CHANNEL "source_1";
mysql> CHANGE REPLICATION SOURCE TO SOURCE_HOST="source2", SOURCE_USER="ted", \
SOURCE_PASSWORD="password", SOURCE_AUTO_POSITION=1 FOR CHANNEL "source_2";

To make the replica replicate only database db1 from source1, and only database db2 from source2, use the mysql client to issue the CHANGE REPLICATION FILTER statement for each channel, like this:

mysql> CHANGE REPLICATION FILTER REPLICATE_WILD_DO_TABLE = ('db1.%') FOR CHANNEL "source_1";
mysql> CHANGE REPLICATION FILTER REPLICATE_WILD_DO_TABLE = ('db2.%') FOR CHANNEL "source_2";

For the full syntax of the CHANGE REPLICATION FILTER statement and other available options, see Section 13.4.2.2, “CHANGE REPLICATION FILTER Statement”.