It's right in the help file:
How do relationships work?
In the previous example, the fields in five tables must be coordinated so that they show information about the same order. This coordination is accomplished with relationships between tables. A relationship works by matching data in key fields — usually a field with the same name in both tables. In most cases, these matching fields are the primary key from one table, which provides a unique identifier for each record, and a foreign key in the other table. For example, employees can be associated with orders they're responsible for by creating a relationship between the Employees table and the Orders table using the EmployeeID fields.
Let me know if you can't understand it, I'll be happy to try to explain better.