DAX Table Joins

So, if importing from SQL to Power BI Desktop, you can use the SQL Server connector and on the pop-up screen you will see down at the bottom, "Advanced options". Expand that and you can paste in your SQL statement.

So, I'm not sure that this is really a DAX-type question. I think you need to start thinking in terms of visuals rather than just data manipulation (SQL queries). For example, if we look at your query:

SELECT *
FROM A
INNER JOIN T ON A.Id = T.A_Id
INNER JOIN P ON (((A.TerminationDate <= P.EndDate) 
AND (T.Status = 1 or T.Status = 2))
OR (T.P_Id = P.Id))

Now, I do not have your data or specific information what you are trying to accomplish but ,to me, this means that you have 3 tables, A, T and P. They are related to one another via an "Id" field in each. So, in Power BI you would import the tables independently and then create a relationship between the tables on the "Id" fields. You could then create a column or measure to check if A[TerminationDate] is less than or equal to P[EndDate]. The you could create a table visualization with all of the columns from A in it and then filter the visualization to your column/measure that you created and a T[Status] of either 1 or 2.