Open the relationships window, it's a symbol on the toolbar with three linked tables or Tools|Relatioships.
You must define relationships for your tables. If you haven't done this before none of your tables will be linked, so 'show' your tables that need to be linked.
Join your tables that need to be linked by dragging from the primary key to the foreign key in the other table. The join line should have the number 1 at one end and infinity at the other (foreign key side). Double click the join line and you will be able to edit the relationship. Tick enforce referential integrity and cascade update related field. By setting the cascade option to this if you change the primary key at the '1' end the 'many' end's foreign fields are also updated.
HTH
Rich