As shown in the dummy config that is dropped in your virtual directory/resources directory, you create an association against a lookup column. In the slam.config, for the lookup field, you have something like:
<Field Name="OtherListLookup" SPType="Lookup" AssociatedList="OtherList" AssociationName="ListToOtherList"></Field>
Where OtherSiteLookup is the name of the field, AssociatList is the name of the List that the lookup field refers to and AssociationName is the name of the association/table that SLAM will create that connects this List's items with the OtherList's items.
The connector table will have two columns, one with ListItemIDs from the List containing the lookup field and the second with ListItemIDs from the OtherList.
I am not sure I understand your question about columns appearing "on the view". Which view?