If you need to bring together different data sources, SQL is one method for bringing data together. As mentioned, SQL syntax is common to a lot of environments, so if you learn SQL syntax in R, you have started to learn how data is processed in other environments. But do not restrict yourself to just SQL. Other options exist for joining data, such as using the merge statement. Merge is a native function that accomplishes the same objective. And some other packages handle data integration fairly well. I will also be using the dplyr package to perform some of the same tasks as could be done in SQL.
The sqldf package is a standard R package that uses standard SQL syntax to merge, or join, two tables together. For relational data, this is accomplished by associating a variable on one table (primary key) with a similar variable on another associated table. Note that I am using the term table in the context of a relational database environment. In the R environment, an SQL table is...