Currently this is not an option.

But tableau is introducing this functionality currently available in Tableau 10 Beta.

Hopefully soon to be the next release.

Here is a link check it out

https://www.tableau.com/about/blog/2016/4/10-reasons-join-tableau-10-beta-53165

Hi Abhinav,

Data blending can be used to connect with Oracle and SQL Server data on a single worksheet in Tableau Desktop.

http://onlinehelp.tableau.com/current/pro/online/en-us/help.html#multipleconnections_understanding.html

Paul

Hi Abhinav,

Yes, what you require can be achieved using Data Blending in Tableau Desktop. You can use the columns you need from each data source to build your view.

Paul

The advantage of Tableau Data Blending is to pull data from multiple data sources,,,,,

It is more flexible to go with Blending rather than any alternatives .

Please find the link below.

Tableau Add Table Calculations and Data Blending - YouTube

Data blending may be used to connect to multiple data sources and create views.   There must be a common field between the data sources however. 

Here is the Tableau Learning video related to this topic:  Data Blending | Tableau Software

Hi Abhinav...

Although Data Blending is an option, you can also "hack" Tableau* using an intermediary bridge like Access.

You can create an Access database and include links to any number of different data sources. When you link Tableau to Access, you'll find you can link to these disparate data sources, as well.

I suspect your performance might decrease, but if you're building extracts or worried about the problems data blending can cause, this could be an answer.

*Note that Tableau 10 will allow linking of different data source types.

[Psst! Not for the file types mentioned in the original post.... yet.]

Oops!   [catches cat, puts back in bag]