1.) They represent everytime a 1 to n relation - right? Basically. The easiest way to think of them is to use a users table and an address table. Now if you have a unique id field in each one (user_id, address_id) and you want a way to link an address to a user you would need to have either the user_id field in the address table or the address_id in the users table. This is where you would see a line. That line will usually have an arrow pointing which direction the link goes and what the linking field is (this is called a foreign key).
2.) You said foreign keys. This means the constraint that when I insert in one table I have to insert into the linked table too - rigght? No. Foreign keys are built to maintain data integrety, so using the above example if you tried to create an address record (which needs a user_id to link to) and you put in a value in the user_id field that doesn't exist in the users table the database (foreign key) would stop you and tell you that you've violated the constraint.
3.) When I create tables. Do I have to drop a special SQL statement to achieve these links or are they only select-related? If you want the database to maintain your data integrity as in the example in 2 then yes you will have to write special commands to build the links, you will also need a database that supports foreign keys (MySQL doesn't). But you can use the methodology of foreign keys and data relationships without acutally having foreign keys in your database, it just meas that you have to be a bit more vigilant in writing your programs.
My personaly belief is that foreign keys are more trouble than they are worth, but then I'm not a DBA. They don't help you with selects only with data integrity.
