Neophyte questions on lookups and fetch

Neophyte questions on lookups and fetch

Greetings,
I am new to reports (and databases in general) and can't seem to figure out the lookup and data fetch process. I have a series of tables with data setup. I created a new table and used the design view to create new columns. Each column is a lookup, referencing a column in another table. But when i save, the columns in the new table are empty. When I click on the column heading, it says fetching data but nothing shows up. What am I doing wrong? Any help would be appreciated.
Thanks,
BH