A relationship is a link between (in your case) a field in Tasks and a field in Contacts.
If Tasks has a field called Name and the Contacts has a field called Name, in Manage Database if you view relationships and drag either NAME to the other NAME, you have a relationship.
Whatever Contacts::NAME is equal to Tasks::NAME with allow you to create fields from one in the other.
Maybe a drop dead simple new database with two tables and few simple fields would allow some practice???
Does the reply above answer the question of how to link two databases? Seems to me your answer describes how to link two tables in the same database. What's being asked is how to link tables across databases, but I'm new to FM so what do I know anyway.