Very strange question. What does it mean to connect? Alright? Then you will need to create a third table (or edit one of them) and write a query that copies data from one table to another. I certainly didn’t work much with SQL, maybe there’s a better way. But with the help of PHP you can definitely and it is done very trivially. Possible without PHP, pure SQL. One click is unlikely you will do it. Although maybe I'm wrong.
If you only need to connect them at the time of the request, use Inner Join. For example:
SELECT users.login, students.name FROM users INNER JOIN students WHERE users.id = students.id
And you can save it in a table like this:
SELECT users.login, students.name INTO newTableName FROM users INNER JOIN students WHERE users.id = students.id