Union and Join have two different purposes in Tableau:
If you want to expand your dataset by combining tables that have the same structure (same number of fields, same field names and same data types), you can use UNION. In fact, you add more rows to your dataset.
OR
If you want to widen your dataset by merging data tables with common columns, you can use JOIN. In this case, you add new columns to your dataset (data come from the same datasource for example 2 sheets of an Excel file).