The CData JDBC Driver for Microsoft Power BI XMLA 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 Customers.ContactName, Orders.OrderDate FROM Customers, Orders WHERE Customers.CustomerId=Orders.CustomerId

Left Join

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

SELECT Customers.ContactName, Orders.OrderDate FROM Customers LEFT OUTER JOIN Orders ON Customers.CustomerId=Orders.CustomerId