"can I link Concerts to Songs in a relationship based on a primary key in Concerts and a foreign key in Songs?" - No.
You need to create a join table, with two fields - Song and Concert. It lists every song that was played at every concert. 'Playlist', as you say.
Here's a demo file that illustrates what Sorbsbuster is tallking about: http://www.4shared.com/file/PLhjErzu/Contracts_to_Companies.html
It matches "contracts" to "companies" but if you change those names to "Concerts" and "Songs" it's structure will illustrate the concept. The third, "join table" would be your "playlist" table.
Thank you both for this. I have found this hard to grasp, so the example was very useful. It is good to see that I only need to have the ID fields of both tables in the join table, and that I can have fields in the join table which are not in the other two tables. Thank you again.
If you don't mind explaining, why is a many to many relationship without a join table a bad idea?
How would you link a song record to many concert records and also be able to link many songs to the same concert record if you didn't?
In FileMaker there is a way to do this, but it's not nearly so easy to work with.
It is good to see that I only need to have the ID fields of both tables in the join table
That's the minimum needed. It's often the case that you find you need additional fields in the join table that can be used to document details of that specific pairing of the two records. If you wanted to identify who is performing a song at a given concert, for example, you'd need a field in the join table to record that data.