Before tackling this topic you should be familiar with the creation of databases in Access (or similar package). You will need to refer to the details of the relevant component palettes: ADO, Data Access and Data Controls, all on the palette collection page.
We shall begin by creating a small database in Access to provide a source of information on authors and books. Create a new database in a directory and then create a table for author data like this:

Save this first table as 'Authors'. Now create a second table like this:

Save this table as 'Books'. Add the relationships between the fields (note that the field definition for the primary key in Authors and the foreign key in Books must be iedntical):

Notice that the primary key and the foreign key have different field names, something which is very important later when you define 'master' fields in Delphi.
The tables and relationships are kept deliberately simple to get you started as quickly as possible. The data has a natural one-to-many relationship, each author has written many books, which suits our purpose here.