How does one go about doing that?
It's easier said than done to be honest but very much doable if luck and opportunity is on your side. An individual's bloodline trait(s) has some useful benefits that apply to the nation only when they are ruler. So say if you made Pyrrhus (with Blood of Aiakos) your ruler, had him marry any daughter of Macedon's ruler (with Blood of Argead), their children will have both bloodline traits and give your nation benefits from both.
Here's how I do it,
A. Get Pyrrhus or whichever person you wish to bring in with the bloodline you're after to join your court. At game start, rulers of Egypt, Macedon, Epirus, Seleukids, Thrace and Antigonids have unique bloodline traits. First you make him your ruler's friend, then inspire disloyalty and then recruit from character interaction window.
B. You can "Annoint" the person from the "Government" window to assign him as your primary heir. For this, there are some conditions to be met. In Monarchies, there's a law that you can enact to be able to do this without any conditions and it also gives you a ridiculous -20% Aggressive Expansion Impact. Without that law, IIRC you need to have 90+ Legitimacy and 90+ Ruler Popularity.
Note that this cannot be done in a Republic, unless you've changed to a Dictatorship. Once annointed, the person will be your next ruler.
C. The Blood of Argead i.e. Alexander the Great's bloodline is only found in a few characters at game start, relevant persons (for obtaining it) are Macedonian ruler's wife Thessalonica and Epirote pretender's sister Kadmeia. With the females, either follow above steps or if possible, arrange royal marriage which is easier. Once they join, have them marry your ruler and you've done it. All your future heirs will have both bloodlines.
I know it sounds a bit complicated but trust me it's really satisfying once you've done it. Some traits may be more helpful depending on your playstyle. In my opinion the most useful bloodlines are from Epirus, Antigonids and Egypt.
Bear in mind that, unlike CK2, an individual can only have two bloodlines at a time, the Argead and any one from non-Argead. Let me know if you run into any issues.
