Yes, you can do this in FileMaker as well.
Take a closer look at Manage | Database | Relationships. Each box on this graph is called a "table occurrence". If you double click one, you'll find that you can specify the data-source table associated with this table occurrence and one of the options is to link it to a table in an external file.
Thus, every "box" in your relationship graph can link to tables in the "back end" file making your current file the "front end" file much like you would with a split file system in Access.