The CData FireDAC Components for Twitter 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 u.Name, u.Friends_Count, u.Followers_Count, m.Favorite_Count, m.Retweet_Count, m.Text FROM Users u INNER JOIN Mentions m ON u.Id = m.User_ID

Left Join

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

 SELECT u.Name, u.Friends_Count, u.Followers_Count, m.Favorite_Count, m.Retweet_Count, m.Text FROM Users u LEFT JOIN Mentions m ON u.Id = m.User_ID