Join a live data set to an imported table from SQL server (possible? or is there a workaround)?

Hello,

Would like to understand if this is possible?  Trying to link some data together:

Task:

(1) trying to retrieve relevant timestamps and columns from a live data source ('Get Data' --> 'Power BI datasets' --> select relevant dataset')

(2) join these columns with some existing sql tables from our data warehouse to create a new table for reporting

What i've done so far:

After completing (1), the 'Get Data' tab goes blank and I cannot connect to another data source (using a SQL server query try and join).  

Is it possible?  

Is it possible to do what I'm trying to accomplish?  I was thinking if there was a way to import the live source as a csv or some other type of table and use that to create relational joins to my SQL queries. 

What other alternatives can I perform to help accomplish this task?

Thanks in advance!