Do you have any idea how I can merge entities to an existing feature class that already has the same structure and not in an existing feature class as the ArcGIS tool proposes?
If you are attempting to combine two sets of features in seperate feature classes, merge may not be the tool you are looking for. Append allows rows and features/shapes from one feature class to be appended onto another. In the process it will attempt to map columns from the append features class with the target by name matching. If column names don't match perfectly, you also have the option to specify the column mapping.
As an alternative, if the column names in both sources match exactly with both the target and the second feature class open in ArcMap, you can simply start an edit session on the target feature class, select the second feature class in the table of content, select all rows from it, right click on the map > choose copy > right click again >choose paste and arcgis will "copy" all the feature from the second feature class into the target, mapping the column at the same time.
Obviously the geometry types in both feature classes must match with either method.