Question

There are tables orders, shipping_types, and shipping_modules

How can I print information from the table orders, and one field from the table shipping_modules?

where 
    o.shipping_type_id = st.shipping_type_id 
and st.shipping_module_id = sm_shipping_module_id

That is, JOIN here like you can not use because there are used in conjunction, not two but three tables.

Answer 1

No, join is still allowed here. You can join multiple tables if you want.

SELECT  a.*, c.shipping_module_id
FROM    orders a
        INNER JOIN shipping_types b
            ON a.shipping_type_id = b.shipping_type_id
        INNER JOIN shipping_modules c
            ON b.shipping_module_id = c.shipping_module_id

just change c.shipping_module_id to your desired column name to show.