That's a very good question.
A table holds data. You can create tables within an Access database. Once
you create multiple tables in a database file, you can join them in the
Relationship Window and enforce Referential Integrity.
Consider this: You have two table - Customers and Orders. A customer can
have no, one, or many orders. This is known as a One to Many 1-M
relationship. 1-M ( of in Access 1-infinity symbol) is what you want to see
in a relational database.
Referential Integrity (RI) comes in to stop a serious error. Let's say that
someone enters in a new order and puts in Customer# 111. However there isn't
a customer #111. Where do you send the order? Who do you bill? RI wouldn't
allow 111 to be put into the Orders table as it first checks that there is a
111 in the Customer table.
Now it is possible to link to a table. Say there's another database or even
Excel spreadsheet with the Customer data in it. No use having the customer
data in Shipping, Sales, and Finances databases. If Sales finds out that the
customer has moved, but doesn't inform Shipping and Finance, there can be a
problem. Therefore such data might be kept in one centralized database.
However there is a little downside to storing some data in different
databases. You can enable RI to linked tables. Therefore if it's really
important, you may need to write VB code in your forms to ensure that there
is a Customer# 111 before saving the record in your database.