You really, really need to do the tutorials which ship with Max. This is basic spline
manipulation - if you don't learn and understand the basics then you'll come unstuck at every turn.
The simple answer to your question is - you can't. A spline is simply a number of vertices
connected by segments, either open (as in a single line) or closed (as in a circle). Any
given vertex can have
at most 2 segments connected to it. They cannot "branch" as
in in a letter "Y".
An Editable Spline object may contain many Splines - open and/or closed - but they
remain individual splines similar to (but not the same as) Elements in an Editable Poly.
You can boolean shapes (splines) together, but the result is still going to be an individual
spline. What you
can do is to remove unwanted segments (so you have 2 open
splines) then weld the
end vertices together - because they only have one segment
attached to them (prior to the weld). See the images below.
Max 2016 (SP1/EXT1)
Win7Pro x64 (SP1). i5-3570K @ 4.4GHz, 8Gb Ram, DX11.
nVidia GTX760 (2GB) (Driver 430.86).