The CData Power BI Connector for Azure Active Directory supports standard SQL joins like the following examples.

Inner Join

An inner join selects only rows from both tables that match the join condition:

SELECT DirectoryRoles.Id, DirectoryRoles.DisplayName, DirectoryRoleTemplates.DisplayName FROM DirectoryRoles, DirectoryRoleTemplates where DirectoryRoles.roleTemplateId = DirectoryRoleTemplates.Id

Left Join

A left join selects all rows in the FROM table and only matching rows in the JOIN table:

SELECT DirectoryRoles.Id, DirectoryRoles.DisplayName, DirectoryRoleTemplates.DisplayName FROM DirectoryRoles LEFT OUTER JOIN DirectoryRoleTemplates ON DirectoryRoles.roleTemplateId = DirectoryRoleTemplates.Id