In general you initiate this process by pressing the "Relationships" button on the MS Access toolbar. It is the button with three small boxes arranged in a triangle shape.
When it first comes up it will give you the option to add tables. You can add any set of tables including the possibility of adding one table more than once (you would do this if you wanted to create a relationship between fields in the same table).
Once you see the tables you're interested in, you simply drag the field from one table over a field in another table. The fields should be those that will define the relationship. Once done, you should see an Edit Relationships window. You can get back to the Edit Relationships window later by double clicking the line in the relationships window.
MS Access does a good job of figuring out the relationship type. For example, if you match a field in one table, that is not a key, with a primary key in another table, Access will make this a Many-to-One relationship.
This can become a very deep subject. Hope this at least gets you in the right direction.