You can't email your clients directly through Mail Merge, but you can create an email document in Mail Merge and send it via MS Word.
This will take a few minutes to setup, but the template and shortcut will make the process much quicker for future use.
First, create the document in Mail Merge:
The Choose Mailing List dialog is displayed.
The following message is displayed:
Mail Merge was generated successfully.
The Mail Merge should now be open in Word.
Please note: If you alter the template and wish to use it again, use Import Template to add it to the template list within Mail Merge.
Add a Mail Merge generated event for all selected clients to the Communications Activity within the client record.
By selecting to add this mail merge event, you will be able to review this event within Communications Activity in the client record.
The Mail Merge will now open in Word.
Now set up a shortcut in your top menu to turn the Word document into an email format:
The command will now show up in the Quick Access Toolbar at the top of your Word window:
You'll then need to attach the document file as normal.