How do I create the correct relationship between multiple tables to get the information from a query that I need? The way I currently have them connected is by "Entity Name" they are all connected by this same field. Is this wrong, how can I correct it? Thanks for your help.

Your question is rather vague. You didn't say anything that sounded wrong. Does it not do what you wanted?

If the relationships are properly defined between all involved tables, you should be able to just include the tables in the query grid, then drag-and-drop the fields from each table definition into the query grid. If that relation is correct, the JOIN will be automatic.