ejemplo.cs

var listado = await (from user in context.Users
                         join userRoles in context.UserRoles on user.Id equals userRoles.UserId
                         join role in context.Roles on userRoles.RoleId equals role.Id
                         select new { UserId = user.Id, UserName = user.UserName, RoleId = role.Id, RoleName = role.Name })
                        .ToListAsync();