The relationship to Terminals lets you present the user with a list of terminals limited to just those found at a particular airport while ArrTerminals|FlightLeg shows the specific Arrival terminal specified for that leg of the person's filght.
1) Does the | character represent a join table in the diagram?
2) Do I use the FlightLeg>----AirPort|Arriving-----<Terminals relationship for "Include Only Related Value Starting from" ?
1) It does not, it's just part of the name of a table occurrence "box" in Manage|database|relationships
2) That is certainly the most typical option and a good choice for what should be a pretty short list of options. Terminals would be your source of values and FlightLeg would be your "starting from" table occurrence.
Okay got it
AirPort|Arriving (Is this a TO of Aiports?)
ArrTerminal|FlightLeg (Is this also a TO of Airports?)
Airports|Terminal (Is this a TO of Terminals?)