Taking your last example: You can create a form that is bound to the
database. Then when setting up the tables for your Main data connection, add
the applications table first and then the "join table" to the sites as a
child of the application table. Set up the relationship between the two via
the application id in both tables. Once you've done that, you can drag
controls to your form. For the sites side: Add a secondary data connection to
the sites table. Then you can convert any text field showing the id for a
site on your form into a drop-down list box and bind the drop-down list box
to the secondary data source, so that you can select the sites from a list.
Note: The sites must exist beforehand (pre-fill the sites table), because you
won't be able to add them using this form for the application.

It's quite difficult to explain, so if you did not understand something, ask
away.
---
S.Y.M. Wong-A-Ton