I have two tables which I want to connect through a common key, when that is done I would be able to select something in on of the table which would make the other table respond with the data associated to that common key...
But I am not sure how see that, I can see they are connected, but I can't get the 'selection' to work
After you join the tables (not a prerequisite by the way), set up a relationship between the two tables on the common key(s) by going to Edit > Data Table Properties > Relations.
Relationships allow markings and filters to propagate through tables that may not even be joined. For example, with a proper relationship, if I mark one table on a key that is also in another table, that other table will be marked. This can drive visualizations and detailed drill downs. You can read more from spotfire at the below link.