The CData Power BI Connector for Salesforce Marketing Cloud 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 ListSend.NumberSent, Send.Id FROM ListSend, Send WHERE ListSend.SendId=Send.Id

Left Join

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

SELECT ListSend.NumberSent, Send.Id FROM ListSend LEFT OUTER JOIN SendId ON ListSend.SendId=Send.Id