I am trying to make a mining model. My question is that how can I use multiple tables as data source? Should I write a query to get a single data table composed of those tables or I should do something else?
Would you please describe relationship of these tables in more details? If the other tables can't be treated as nested tables, then i'd create a view to join these tables as one.
See http://technet.microsoft.com/en-us/library/ms175659.aspx for more details about nested tables in data mining.