These steps assume that binary logging is enabled on the source (which is the default), the replica is using TABLE based replication applier metadata repositories (which is the default in MySQL 8.0), and that you have enabled a replication user and noted the current binary log file name and position.

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 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_LOG_FILE='source1-bin.000006', MASTER_LOG_POS=628 FOR CHANNEL "source_1";
mysql> CHANGE MASTER TO MASTER_HOST="source2", MASTER_USER="ted", MASTER_PASSWORD="password", \
MASTER_LOG_FILE='source2-bin.000018', MASTER_LOG_POS=104 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_LOG_FILE='source1-bin.000006', SOURCE_LOG_POS=628 FOR CHANNEL "source_1";
mysql> CHANGE REPLICATION SOURCE TO SOURCE_HOST="source2", SOURCE_USER="ted", SOURCE_PASSWORD="password", \
SOURCE_LOG_FILE='source2-bin.000018', SOURCE_LOG_POS=104 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”.