EDIT: I responded thinking @Bilal Ahmed 's query focused on the OpenStudio Coalition's OpenStudio Application (not Euclid, i.e. the Legacy OpenStudio plugin) - my bad. I'm thinking it's best to keep this answer here: although irrelevant for Euclid users, it may help others. Apologies for any confusion.

Here's the "Spaces" tab of the US DOE "Small Office" Prototype model:

The model has 5 spaces (each with its own unique thermal zone). If one wanted to instead link all 4 perimeter spaces to the core zone ("Core_ZN ZN"), then one would:

• click on collapsible menu "Thermal Zones" (under the sidebar menu "My Model" on the right)
• drag-and-drop the "Core_ZN ZN" entry (in blue, under "Thermal Zones") to ...
• ... the "Thermal Zone" entry for each perimeter space (in red)
• (optional) delete the unused perimeter zones, under the "Thermal Zones" tab (just below the "Spaces" tab)

I'd first try/test this on a copy of the model ...