Hi arr_baobao,
These is an option called Off-sheet connector in altium
Off-sheet connector is nothing but the net-label but it connects even a similar representation in another sheet whereas a normal net-label can connect only nets within the particular sheet.
For example :
If you have a net called Tx.
If you name another net with the same name as Tx, both nets will be connected, but this can effect only when both nets are in the same sheet.
So just connect an Off-sheet connector to both nets (in different sheets) and give same naming. Now both of your nets will be connected.
You can find the Off-sheet connector tool button available on the top. It will be like a double greater than symbol ( >> )
All the best !!!