You can only have one mailmerge data source per merge in Word. As far as
Word is concerned a data source is essentially a "flat file" with the same
fields in every record.

You can use an Access query as a data source, i.e. join data from several
different Access table. That still gives you a "flat file" data source but
that may be what you need.

If you need "parent/child" type output you either have to
a. put all your data into a single data source in a suitable sequence and
use { IF } and { NEXT } type fields to process them or
b. set up the "parent" table as the data source for the merge and use, e.g.
a { DATABASE } field to get the child data for each parent record, or use
Word Mailmerge events to grab the child data programmatically and insert it
or
c. "roll your own" merge, e.g. using VBA.

None of these is especially straightforward but for help on (a), see e.g.

http://support.microsoft.com/?kbid=211303

not able to process multiple data sources?