If I have an MS Access database with linked tables from two different database servers (say one table from an SQL Server db and one from an Oracle db) and I write a query which JOINs those two tables, how will Access (or the Jet engine, I guess?) handle this query? Will it issue some SELECTs on each table first to get the fields I'm JOINing on, figurre out which rows match, then issue more SELECTs for those rows?
The key thing to understand is this:
Are you asking a question that Access/Jet can optimize before it sends its request to the two server databases? If you're joining the entirety of both tables, Jet will have to request both tables, which would be ugly.
If, on the other hand, you can provide criteria that limit one or both sides of the join, Access/Jet can be more efficient and request the filtered resultset instead of the full table.