You are going to want to check out the New to Qlik Sense Videos. They are full of useful information. New to Qlik Sense Videos
There is a section on Data Loading & Modeling. You can find what you are looking for there.
Basically you are going to create a connection to your SQL database. Then you are going to connect using that connection. You can then build your query/load statement from there.
Something like this:
LIB CONNECT TO 'MyDBConnection';
CustomerName as [Customer Name],
OrderID as [Order ID];
SQL SELECT Customers.CustomerName, Orders.OrderID
LEFT JOIN Orders
ORDER BY Customers.CustomerName;
Hope this helps.