Thats tough to answer without a little more information.
It depends on whether or not they share anything in common. Views over on the right hand side of the UI has a menu for what are called relationships. You could for example setup a content type based view and then add a relationship to the user who created the content type node. After the relationship was created you'd then have access to information stored (fields) on the user as well as the fields from the content type itself. What these relationships are doing behind the scenes in views is setting up SQL joins between the various tables in your Drupal database.
Another thing you might want to look into is entity references and taxonomy tags. Both of those can be used to setup connecting points between pieces of content that can be rendered by a view much in the same way.