Hi @ChenG89,
Welcome to the Quick Sight community and thanks for your question.
You can join datasets in Quick Sight or you can join at source, which approach you take can depend on your datasources, for example this community article discusses the use-case for using Athena as a datasource to access S3. What kind of datasources are you using?
In this example, you can also specify the joins in Quick Sight using the Direct Query mode with a custom SQL query.
Let me know if these references help.
Many Thanks,
Andrew