Mail and Calendar app received a new update for Lumia 950 and Lumia 950 XL. The latest update brings the linked inboxes features, which was recently released for Windows Insiders devices.
For linking the inboxes you need to go to manage accounts and tap on link inboxes. Then you can choose which accounts to link and can give a name to new inbox. We named it universal as can be seen in the their screenshot above. You can go back to Manage accounts and tap on the new unified account name if you wish to unlink any of the accounts.