Once upon a time, linking to data in external files was the only way you could link tables in relationships as you were limited to just one table for each file. FileMaker retains this capability and it's pretty easy to set up.
Go to Manage | Database | Relationships.
Click Add table occurrence button (Bottom far left button).
In the dialog that pops up, select "Add FileMaker Data Source" from the data source drop down.
In the open file dialog that appears, find and open the filemaker file to which you want to link your file.
Now select a table from this file and you have added a table occurrence to your current file that refers to the table in this external file. You can link this occurrence to others in your file just like you would the occurrence of a table created in your current file.
If you open Manage | external data sources, you can see and edit the file reference this process created in order to link to data in the external file.
Thanks alot Phil