1. Download Kotlin.tmLanguage from here
2. Open Sublime Merge, click Preferences -> Browse Packages
3. Create a folder called Kotlin and place Kotlin.tmLanguage within the folder
4. Restart Sublime Merge and enjoy! 🎉

Alternatively, if you want to use terminal and you happen to be running macOS, you can run:

cd /Users/$USER/Library/Application\ Support/Sublime\ Merge/Packages/ \
  && mkdir Kotlin \
  && cd Kotlin \
  && wget https://github.com/vkostyukov/kotlin-sublime-package/raw/ce599a846ac9f86d4671a024d21220ca08e50f66/Kotlin.tmLanguage