The following code is an example of how I add a 4 column relationship inside of an access database.
Set kyForeign = New ADOX.Key
Set cat = New ADOX.Catalog
cat.ActiveConnection = axCon
kyForeign.Name = "TickFactDT"
kyForeign.Type = adKeyForeign
kyForeign.RelatedTable = "Tickets"
kyForeign.Columns.Append "TicketID"
kyForeign.Columns("TicketID"

.RelatedColumn = "TicketID"
kyForeign.UpdateRule = adRICascade
kyForeign.DeleteRule = adRICascade
kyForeign.Columns.Append "DirectionType"
kyForeign.Columns("DirectionType"

.RelatedColumn = "DirectionType"
kyForeign.UpdateRule = adRICascade
kyForeign.DeleteRule = adRICascade
kyForeign.Columns.Append "TicketSeries"
kyForeign.Columns("TicketSeries"

.RelatedColumn = "TicketSeries"
kyForeign.UpdateRule = adRICascade
kyForeign.DeleteRule = adRICascade
kyForeign.Columns.Append "SeriesCatagory"
kyForeign.Columns("SeriesCatagory"

.RelatedColumn = "SeriesCatagory"
kyForeign.UpdateRule = adRICascade
kyForeign.DeleteRule = adRICascade
cat.Tables("TicketFactorDT"

.Keys.Append kyForeign
Set kyForeign = Nothing
Set cat = Nothing
Removing the relationship is something I have not done in a long time, but I seem to remember it being even easier.