How-to is covered in Altium's guides. Basically draw a footprint with two pads (remember to remove soldermask and paste openings*) and a trace or Region between them, and set the component type to Net Tie (BOM or non-, as you prefer). That suppresses DRC errors on the shorting copper.
*Unless you want to use it as an optional jumper, in which case make, say, a resistor footprint with a shorting trace between pads. That way you can place a resistor if you ever want to re-jump it, without having to scrape and tin anything.
Net ties can get you different rules for local sub-nets, handy for autorouting. Be very weary of using them for grounds or other large connections, and be very weary of connecting anything between domains so divided. This goes exactly the same for any large nets that have been slotted -- sometimes, you'll slot ground to help isolate noise, but this is only to be done with careful consideration. In particular, do not cross traces over slots, at least without a lot of filtering. The same goes for net ties.
I've seen them abused, where it was seemingly thought that throwing net ties everywhere magically isolated the circuits; except they were done irresponsibly, and even within that idea, there were blatant loops shorting around the ties. That was a doubly-wrong design...
I've also seen them used where the voltage drop is assumed to be zero, so that for example a current-sense resistor on the power plane was sensed by a comparator on the digital plane. It's not obvious if that comparator will behave, or generate gibberish on every switching edge.
Avoid these pitfalls, and you will probably find it's very rare that you need a net tie, but on the odd occasion when you do, they are indeed handy.
Note that you don't need to make a net tie narrow (like a resistor), or on the outside only (you can put the copper on an inner layer; you can also set the component itself to an inner layer, but this may generate confusion in the fab outputs, because boards can actually be fabbed with embedded components -- this is just FYI in case anyone asks, just explain it's a copper feature only), you can make them in whatever shape you like. A wide tie may be effective for local planes; multiple can even be used in parallel to extend the perimeter in contact, or a corner or other oddly shaped tie can be made to fit in just the right place. An annular ring net tie can be made to apply different rules to a local net, while fully surrounding and connecting that net. You can get quite creative, just keep in mind the work required to change it in the future, if it should ever be necessary.
Tim