What version of BDM are you using? 10.2.1 or 10.2.2.
Depending on the version First you have to install python on the machine running DIS and configure your spark connection to python libraries, please follow the install documentation for more details. In 10.2.2 you can use the default OS .python
Within your mapping drag the firstname and lastname ports from your source to your python tx.
Create 3 output ports
in the python code window write the following code
fullname= o_firstname + ' ' + o_lastname