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This is a very open ended topic - To the extend Tableau supports Live connection regardless of Join, Blend, Cross Database Join, or Union. The real kicker comes in on Volume of Data and the DB System able to handle churning results at the speed of clicking + dragging & dropping elements.
I would recommend reading and understanding Live vs Extract as a bigger picture first, then following what works best for your solution. Below are few good reads:
Hope this helps!
Thanks Ankit !