The CData Cmdlets PowerShell Module 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