The CData Power BI Connector for GitHub 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 Commits.AuthorName, CommitComments.Body FROM Commits, CommitComments WHERE Commits.Sha=CommitComments.CommitSha

Left Join

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

SELECT Commits.AuthorName, CommitComments.Body FROM Commits LEFT OUTER JOIN CommitComments ON Commits.Sha=CommitComments.CommitSha