Correction - ** The moment I import
I am not Power BI user, and not sure about terminology, anyways
If Data is at different levels of detail, data relationships can be created with "Blend" in Tableau word.,
This still links multiple data source with "Key field", but not single record level like join.
The is a function of calculated join and this probably help. This query is quite similar to the formula which is used in Workbook, but some of formulas are not available on calculated join.
Custom Functions: Not sure if it's the connection stage, custom SQL is available on limited connection type.
There is ton of self-traning Video, and this forum is a great source for Q&A as well.