With AQT you cannot run a query that accesses tables in more than one database (for instance a table in Oracle and a table in DB2).
When you run a query, AQT runs it against one database and displays the rows that are returned. If your query refers to tables which aren't known to that database, then the query will fail.
This limitation applies to most query tools we are aware of, with the exception of MS Access. With Access you can run multi-database queries; Access will read rows from both tables and perform it's own join on the data.
Some databases do, however, provide the capability of cross-database joins. These database have special software that allows tables in other databases to be accessed as if they were local tables.
In DB2 this feature is call Federated Databases, which comes as a standard part of DB2/UDB. A more comprehensive DB2 product is DataJoiner, also called Information Integrator.
in SQL Server, this feature is called Linked Databases.