The CData Excel Add-In for Microsoft SharePoint 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 d.LinkFileName, u.Name FROM Documents d, Users u WHERE d.CheckOutUser = u.Name

Left Join

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

SELECT d.LinkFileName, u.Name FROM Users u LEFT JOIN Documents d ON d.CheckOutUser = u.Name