No, this will not work--at least, not with any built -in Tableau functionality.
The only way to combine different data sources in Tableau is through data blending, which has many complications, but can also work very nicely. There's a ton of material out there on data blending, so Google it and do some studying, if that's the route you want to take. Here's a few links to get started:
For me, I prefer everything pulled into one database, either through SQL views or stored procedures whenever possible. Luckily, I have some help with this so I don't do all the work. This makes life a lot easier in Tableau, particularly for a beginner.