The SQL macros make it possible to combine queries from multiple databases and data sources by using embedded SQL macros. This is a very powerful technique to integrate diverse data into a single view for data consumers. This makes for limitless opportunities based on using crafty SQL. In some cases, it can be tricky, but the results are worth it.
The technique is exactly the same as with nested queries with the only difference being the data source you choose on each of the inner queries.