You have two options and they are not mutually exclusive.
Make the drop down a global field. A script trigger on the drop down can perform a script that performs a find for a record in the layout's table or uses Go To Related Records to find that selected record. The primary key in that record can then link to other related tables to pull in data from related tables for inclusion in your layout.
See this thread for examples of scripted finds: Scripted Find Examples
Make the drop down list's field the match field that links the current record to the other related tables. Selecting a value in the drop down then links the current record on your layout to the related records in other tables in order to display the correct data.