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Can any one help me to understand the difference? thnaks in advance
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I agree that 'join there' does not really work. My analysis of the 'go' sentences is:

He had to go there: There was an obligation to go, and he went.

He should have gone there:
1. There was an obligation to go, but he did not go.
2. The speaker is suggesting that it would have been better if 'he' had gone, but 'he' did not go.

He was supposed to go there: There was an obligation to go, but he did not go.
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Thanks for the reply.

He had to join there yesterday.
He should have joined there yesterday.
He was supposed to join there yesterday.

Does all the three sentences give similar meaning?
Thanks.
vts nairHe had to join there yesterday.
He should have joined there yesterday.
He was supposed to join there yesterday.
Do all the three sentences have similar meaning?.
"join" is not a suitable verb in those sentences. I will use 'have/had' instead.

'He had to go there....' means 'must', he had no choice. But it is still possible that he didn't go; maybe he forgot or refused to go.
If he didn't go, we can say 'He (should have gone)(was supposed to go).'

In addition, 'should have gone' and less so 'supposed to go' both have the meaning of 'he probably wen't.

That is a simpliified start of an explanation. you can get a lot of information online by googling those three terms. And you can ask further questions here.
 fivejedjon's reply was promoted to an answer.
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Yes, I meant '(have)(had) to go' sentences.

B: you had to tell me

C:You should have told me

What is actually th main difference b/w the two ???