Tables that are linked MUST be linked on the same field 'Type': Long to Long, Text to Text, etc.

EthnicityT.EthnicityID CAN link to ClientT.Ethnicity because they are both Long Integer types.
StateT.StateID CANNOT link to ClientT.State because StateT.StateID is a Long and ClientT.State is Short Text.

Since the states do not change, it is reasonable to only have 1 field in the states table. ( I wouldn't...but I have never been accused of being reasonable)
But in the Ethnicity table, lets say you only had 1 field "Ethnicity", a text type field.
If there were 500,000 records in the "ClientT" table and you wanted to change "White/Caucasian" to just "Caucasian", you would have to have cascading updates enabled. Or you would have to run an update query. It would take some time to do the updates. Then you would have to search to find any other occurrences of "White/Caucasian" in forms, queries or code.
But if you have the current configuration of the fields, Long types, changing "White/Caucasian" to "Caucasian" would occur in 1 table: EthnicityT. It would only be a text change and the PK value would not change. No changes to forms, queries or code (well, maybe code ).

Might want to read this (a couple of times - I did/do)
Microsoft Access Tables: Primary Key Tips and Techniques
http://www.fmsinc.com/free/newtips/primarykey.asp

Just remember


"Tables that are linked MUST be linked on the same field 'Type': Long to Long, Text to Text, etc."