I am using LINQ in my project and my code is:
var SE = from c in Shop.Sections
join c1 in obj.SectionObjects on c.SectionId equals c1.Sec
You can't use a Join between a SQL source and a local source. You'll need to bring the SQL data into memory before you can join them. In this case, you're not really doing a join since you only take the elements from the first collection, what you want is a select...where...selectid in query, which you can get using the Contains method.
var SE = Shop.Sections.Where( s => obj.SectionObjects
.Select( so => so.SectionId )
.Contains( s.SectionId ))
.ToList();
Translates to
select * from Sections where sectionId in (...)
where the values for the in clause come from the list of ids in the collection of local objects.