Foreign key lookup functionality opens table data basing on the link available in the cell. This functionality is based on foreign key relation between tables.
If you retrieve data of a table that has links based on foreign keys, you will be able to see data from the related table directly in Data Editor. The data of the parent table is shown if you click the button of the field you want to edit. The record of the parent table this foreign key corresponds to will be highlighted, as shown on the image below:
Actual document look may slightly vary from the above image depending on the product you use.