Creating a custom column that pulls in data from a related Database table`

I am new with PowerBI but it looks like a great tool to run some reporting we need on an incident tracking system. I think what I am trying to do seems basic, so sorry for the basic question :) 

I want to pull in a customer's name based on a related guid between two tables. 

So for example there is a table called incident, and that table has most the data I want to report on, but i nstead of the Customer's name it has a field CustomerGuid which is a foregin key that relates to the Customer table which contains CustomerGuid with the Customer name. 

There is also a relationship like this between Incident and Client table which will pull in the Client's firm name ideally. How would I go about doing this?