standard autocad does have a db join (called link templates) but the join will only go to block references or if you write your own code to eed {extended entity data}(as there is no object data in autocad only map3d).
**EDIT: I take that back. you can attach a link to about any object but the "id" will have to be managed manually similar to a hyperlink.
But the question you ask about "spatial" join is quite different.
A spatial join (in arcmap) is when you have two feature classes with location information for both, and you join based on the location. please clarfy your question
i.e.this point is in this poygon and attach attributes from the polygon to the point.
Now the link template in autocad is accessed through the dbconnect command (see command in image).

The image also shows that there is quite extensive help for the subject.
The data source must be managed through the windows "data sources (ODBC)" icon in the control panel.

If this is the functionality you are looking for there are some samples in the sample folder of your autocad installation.
