Data modeling and relationships

Hi guys,

I am a newbie. I am really confused with data modeling to fix my relationships:

I want to combine two columns from different tables to each other. Both columns are a loannumber (Customer ID) column.

1: I dont understand whether to fix this data modeling (Star schema) with DAX or Power Query Editor.

2: Can I use Merge Queries to subset the two columns together or must I really do it with DAX?

3: If I do it with DAX, what code must I use (for example using UNION with Select Columns or DISTINCT)?

4. If I merge it with power query, who should I do it.

I am still getting that I dont have any relationships, so this is very annoying.

Regards,