To create a link between two objects (i.e. join them) you should select the field by which you want to link the object with another and drag it to the corresponding field of the other object. After you finish dragging, a line connecting the linked fields will appear.

The join type created by default is INNER JOIN, i.e. only matching records of both tables will be included in the resulting dataset. To define other types of joins you should right click the link and select the Edit... item in the drop down menu or simply double-click it to open the Link Properties dialog. This dialog allows you to define join type and other link properties.

To remove a link between objects, right-click the link line and select the Remove item in the drop-down menu.