Thank you for being patient.
To create a FK so the query output would replace the value with the StatusName, from SMS;
On table1 right-click on Keys, select New Foreign Key...
Click on Add and expand the "Tables And Columns Specification"
For "Primary key table", select the lookup table and StatusName column
For "Foreign key table", table1 is hardcoded, select the value column
Are the above steps correct?