Do a join make the search faster?

I have two tables, one for patients and one for queries. In summary, the tables have the following structure:

Patients

int id;
string nome;
string cartaoSus;

Queries

int id;
int idPaciente;
dateTime data;

When I want a patient report with scheduled appointments, I do so:

//Crio uma classe que engloba as duas tabelas:
private class consultaCompleta
{
    int idConsulta;
    int idPaciente;
    dateTime data;
    string nome;
    string cartaoSus;
}

//Crio as listas referentes à cada uma das tabelas:
private void montaConsulta(int idConsulta)
{
    List<pacientes> listaPaciente = model.pacientes.ToList(); //pego tudo da tabela
    List<consultas> listaConsulta = model.consultas.ToList(); //pego tudo da tabela
    List<consultaCompleta> listaConsultaCompleta = (from c in listaConsulta
                                                    join p in listaPaciente on c.idPaciente equals p.id
                                                    select new consultaCompleta()
                                                    {
                                                        idConsulta = c.id,
                                                        idPaciente = p.id,
                                                        data = c.data,
                                                        nome = p.nome,
                                                        cartaoSus = p.cartaoSus
                                                    })
                                                    .Where(p => p.id.Equals(idConsulta)) 
                                                    .ToList();
}

The biggest question is this: I always get all the data from the tables and join later. Is there another way to do this by grabbing the table first (how did bigown respond to me)? How to do it then?

I'm sorry to have practically redone the whole question, but I need to know this issue of slow queries, as my bank will look great in the future.