>How do I do that?

Walter is correct. Use more than one SQL SELECT. You will never have a fully optimized SQL SELECT with more than two tables. You may get speed increases by going to many SELECTS.

SELECT Fields FROM A JOIN B ON A.Field = B.field INTO CURSOR Z

SELECT Fields FROM C JOIN Z ON C.Field = Z.field INTO CURSOR Y

SELECT Y
COPY TO X TYPE FOX2X