Making a VLOOKUP-esque column in Power BI

Hi there,

I have a large set of data, consisting of migration flows between different jurisdictions.

The jurisdictions are denominated by a code, e.g. 'E09000021', of which there are hundreds. Each code corresponds to the name of the jurisdiction, e.g. 'Tower Hamlets' 

My source data contains only the codes, and not the names. I would like to include a column in my data that displays the name associated with the code. In Excel this is easily accomplished with a VLOOKUP to a table with all the codes and names side-by-side. 

I have tried making a relationship between my data and a lookup table - but i need to be able to export samples from the main dataset *with* the jurisdiction names, so i think i need a column in the main dataset that includes the names.

Does anyone know how i could accomplish this?

Cheers!