yes , you can do that , you need to join multiple tables as per requirements.
e.g.
select DISTINCT DIMENSIONATTRIBUTE.NAME,value,description,DIMENSIONATTRIBUTEVALUE.DIMENSIONATTRIBUTE from DIMENSIONFINANCIALTAG inner join
DIMENSIONATTRIBUTEVALUE on DIMENSIONATTRIBUTEVALUE.ENTITYINSTANCE = DIMENSIONFINANCIALTAG.RECID inner join
dimensionattribute on dimensionattribute.RECID = DIMENSIONATTRIBUTEVALUE.DIMENSIONATTRIBUTE