If this is MS Access to MS Access, linking has definite advantages. When you link Database1 to Database2, the data in Database1 remains in Database1 and the data in Database2 remains in Database2. But Database1 can view and even update the data in Database2, and vice versa. The big advantage is that you maintain ONE version of your Database1 data and ONE version of your Database2 data, not two of each.
If you want to simply move data from Database1 to Database2, then an import spec and a one time move is best.
If you're planning to keep data in Database1, but allow someone with access to Database2 to view some or all of the data in Database1, then perhaps linking would be the best solution.
To link, first open the database FROM which you'd like to link. [If your data will reside in Database1, open Database2.] Click the Tables tab, New, Link Table, and follow the Wizard.
HTH