I also read somewhere that in order to use multiple databases, you need to create multiple data sourcces (ofcourse). Of these, the first data source should support OPENROWSET. I'm not sure if MYSQL supports that. So what you can do is use a SQL server as
your primary data source (not for data, just so that you can use OPENROWSET). and then add three MYSQL as secondary data sources. You should then be able to join/use data from all three MYSQL datasources.
Let me know if you have any more questions on this. Please mark this post as an answer if it helps you resolve your question. - Bhawesh
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