The CData Power BI Connector 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