SELECT Players.PlayerName, Teams.TeamName
FROM Players
LEFT JOIN TxP ON Players.PlayerID = TxP.PlayerID
LEFT JOIN Teams ON TxP.TeamID = Teams.TeamID
ORDER BY Players.PlayerName
That will give you a row for every player and team combination, including a row with empty TeamName if the player does not have a team.
To only show players that have teams just switch to not using left joins.
For example this might give:
Bob Sample United
Bob Some other team
Chris
If you use normal (inner) joins you won't get the Chris result. If a player can have multiple teams but you only want a single result you'll need a GROUP BY and an aggregate function to group up your team names into a single value.