A full outer join will return all the records from both tables, matching up records based on the join condition. But including the records from "both sides" even when there isn't a match.
There is a good description here:
http://support.sas.com/resources/papers/proceedings10/139-2010.pdf
The Query Builder generates the FULL JOIN syntax for the SQL step. If the results aren't what you expect, perhaps you can provide more details about your data tables and we can help to diagnose it.
If you're looking for a UNION - like an Append behavior -- try the Data->Append Table task.
Chris