MJRomeo's given a pretty good explanation of how database relationships work, so looking at the database you've created. I'm making a lot of guesses and assumptions about what you're trying to do, so apologies if I interpret it wrongly.
You actually haven't set up any relationships between tables. Some of those one-to-one relationships between Tables and Queries you have seem a bit odd, I'm assuming that's just something Access has done automatically. Just hiding all those and looking at the tables only, this is what you have.

What's the advantage of a relational database system? This is very much linked to the idea of normalising a database. Easier to use, more powerful queries can be performed and hence it becomes a more useful database etc.
Do you need a relationship between the data in those tables? Well looking at your tables your Transactions are not linked to a specific customer or a book. Who bought an item and what they bought is probably useful information for a transaction. Which brings up your queries and what seems to be the very odd way you've got it set up. It looks like you've actually stored that data in your queries.
Looking at your input form, a store clerk at the checkout doesn't enter in the books that have been bought? Or who is buying it? Anyway, where that data actually got first entered, I have no idea. I'm guessing in one of your queries.
So guessing that qrtCustomerTransactions is the point where that data might have been entered. It seems you've linked up them all up by just sorting transaction IDs down and letting the other data fill up that way. I guess that makes filling your database with dummy data easy, but if you were to actually try and picture this database in use, I don't know how it would work. Which also raises this point

wat. More than one customer for a single transaction? Unless I've pictured how this database should work incorrectly (store has books, customer brings books to checkout counter, store clerk processes transaction), I'm not sure why this should be the case. TransactionID and CustomerID should have a one to one relationship.
It seems you've done that you've done it that way so that you can have more than one item bought in a transaction. This is where a many to many relationship would be useful. You have many transactions that can have many books being bought.
http://office.microsoft.com/en-au/access-help/database-design-basics-HA001224247.aspx#_Toc270678234 "Creating a many to many" relationship is a pretty decent explanation of one way you could go about it.