Sounds like you need to invest some time researching relational database design and how to create databases in FileMaker. A forum is a good place to ask a specific question, but your questions are very general and thus not so easily answered in a forum like this. There are quite a few books, tutorials, training resources--even videos in You Tube that you can investigate as more generalized sources of information for how to work with relational databases in general and FileMaker in particular.
1) In FileMaker, Relationships are created by Opening Manage | database | relationships and using the mouse to drag from one field in one table occurrence box to the field in another table occurrence box. You can then double click the relationship line thus created to open a dialog where you can specify additional details about that relationship.
You can also use SQL to define relationships in FileMaker within expressions created inside an ExecuteSQL function call.
But without more general information, what I just posted probably does not help you.
2) You use such relationships to link the data in one table to the data in another in meaningful ways that allow users to better work with the data in the database and to avoid having to record the same data over and over again. Example: You can set up a table of customers and a table of invoices. You can use a relationship to link multiple invoice records to a single customer record and thus not need to record the same customer name, shipping address, billing address, etc over and over again for each invoice for the same customer.
3) I cannot answer that question from the info provided. There could be any number of reasons that fit what to me is an extremely vague question.
Thanks but I have watched utube and read about FileMaker. I have built my data base.