If the tables are related, Access automatically connects their common fields with a join line. If the tables aren't related, you will have to manually join them by dragging a field from one table's field list to the matching field in the other table's field list.
Access converts the select query to a Delete query and displays the Delete row in the query design grid. Now you need to tell Access what you want to delete.
Notice that From appears in the Delete cell for the asterisk field, indicating that the records will be deleted from this table. Unless you want the delete query to delete every record in the table, you will need to add some limiting criteria.