MySQL implements UNION, but does not directly implement INTERSECTION or DIFFERENCE.
INTERSECTION is just an INNER JOIN on all columns:

drop table if exists a,b;
create table a(i int,j int);
create table b like a;
insert into a values(1,1),(2,2);
insert into b values(1,1),(3,3);
select * from a join b using(i,j);
+------+------+
| i | j |
+------+------+
| 1 | 1 |
+------+------+

Get the DIFFERENCE between tables a and b by UNIONing exclusion joins from a to b, and from b to a:

select 'a' as tbl, i, j from a left join b using(i,j) where b.i is null
union
select 'b', i, j from b left join a using(i,j) where a.i is null;
+-----+------+------+
| tbl | i | j |
+-----+------+------+
| a | 2 | 2 |
| b | 3 | 3 |
+-----+------+------+