Basically the same:
LOAD * , autonumber( Field1 & '|' & Field2 & '|' & ..etc ) as CompareKey1
FROM ...table1source... ;
LOAD * , autonumber( Field1 & '|' & Field2 & '|' & ..etc ) as CompareKey2
FROM ...table2source... ;
LOAD *, 'Only in Table 1' as Comment RESIDENT Table1 WHERE NOT Exists(CompareKey2, CompareKey1);
LOAD *, 'Only in Table 2' as Comment RESIDENT Table2 WHERE NOT Exists(CompareKey1, CompareKey2);
...and then do something to clean up because otherwise you're going to have a big synthetic key problem.