When I convert the linked tables to local tables I got this error? Referential integrity cannot be enforced between linked tables and local tables.

Enforcement of referential integrity will be dropped on all relationships between tables converted to local and tables that remain linked, then I get the options ok cancel and help

I clicked ok and it does nothing.

I am trying to make them all Local so I can edit them without the main database that everyone else is using to be changed in any way.
Foreign keys can't be connected to non-local objects - they have to reference local tables.