My experience has been that there three ways in which to use multiple data sources in a single report.
1. Purchase Data Federator 2. Migrate all data to a single Database
3: Link data via multiple queries within a report
It depends on the complexity of your data in which method is best for your system. Our DBAs and architects did not want to go the Data Federator route even though it was not too expensive. For our system, we created a new DB in our warehouse. Linking the data is possible but problematic at best.
Good luck.