If by having multiple projects in one window you mean having multiple directories that are located in different places of your system at once in the sidebar tree, then yes, you can achieve this.
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Open one of the projects in Sublime Text just like you always do.
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Do one of the following:
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Drag the root directory of the second project from the file explorer to the sidebar of the first project ST window.
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In your terminal
cdto the second project and entersubl . -a.
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-a flag means to add to the last focused window instead of opening in a new window).
EDIT
Even easier solution.
Open the first project. Go to (in the menu above)
Project -> Add folder to project