Sure, link the tables from the second db into the first one. To link tables,
use the Menu: File | Get External Data...
One of the things you cannot do is to define referential data integrity
between a native table and a linked table, but you can use a linked table
inside a query.
You can use File... Get External Data... Link to link a table from one
database to another database, and create a query joining the linked
table to a local table.