The CData Excel Add-In for WooCommerce 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 Orders.Id, Orders.Total, OrderNotes.* FROM OrderNotes n INNER JOIN Orders o ON n.OrderId = o.Id

Left Join

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

 SELECT Orders.Id, Orders.Total, OrderRefunds.* FROM Orders o LEFT JOIN OrderRefunds r ON o.Id = r.OrderId