Each database's implementation but you can probably guess that they all solve common problems in more or less the same way. If you are using MSSQL have a look at the execution plan that is generated. You can do this by turning on the profiler and executions plans. This will give you a text version when you run the command.
I am not sure what version of MSSQL you are using but you can get a graphical one in SQL Server 2000 in the query analyzer. I am sure that this functionality is lurking some where in SQL Server Studio Manager in later versions.
Have a look at the exeuction plan. As far as possible avoid table scans unless of course your table is small in which case a table scan is faster than using an index. Read up on the different join operations that each different scenario produces.