Without looking at the video, Tableau allows you to blend which is much like a join but done locally after both datasets are returned.
But do you want to do a union or a join, they are two very different things really.
As Chris suggested, if you're trying to join, then there are a few ways you might do this in Tableau today (blending or cross-database joins). The union will be hard to do with Tableau today. You might be able to fake this with a full-outer join and some aggressive coalescing, but it would likely be a pretty hideous solution.
We are working on a product that should be able to do this kind of work. If you're interested, you might consider signing up for a beta of Project Maestro when it becomes available.