For attached tables in native Jet format (Access attached tables), referential integrity rules are enforced in the originating .MDB file. You cannot "re-establish" a relationship between linked tables that already have referential integrity defined elsewhere.

In the Relationship window the nature of their link will be deemed "Indeterminate" instead of many-to-many or one-to-one. Recall that, in general, indeterminate relationships are due to one or more tables having no indexes defined.