You need to enable Warehouse Shipment.
With warehouse shipment, you can consolidate multiple orders into one or many shipments and create consolidated picks.
Go to the location card and select Require Shipment and require picks.
Then create multiple orders from the same location.
When you create a warehouse shipment you can use the functionality called "Get source documents" to pull multiple orders into one shipment. From there, you can create one consolidated pick that includes all the order lines of the shipment.
