Can you please attached your workbook with sample data.
For Joining 2 datasource please refer below screenshot.
I have added 2 datasource one is Excel and second is from text file.
Click on Data -Edit Relationship
If name is same then It will take join automatically, If not same then click on custom and select respective column.
Hope it help ..!!
I tried all the steps in the documentation the data does not change when i change any filters in the main sheet the secondary source data does not show the change.
It would be easier for me to help you if you could provide me with a packaged workbook ?