The CData Python Connector for Microsoft Office 365 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 Groups.displayName, Conversations.Topic FROM Groups, Conversations WHERE Groups.Id=Conversations.GroupId

Left Join

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

SELECT Groups.displayName, Conversations.Topic FROM Groups LEFT OUTER JOIN Conversations ON Groups.Id=Conversations.GroupId