tblMain contains fk from table Unit. In tblUnit the fk from Battalion is stored. I need an update expression which says "In tblMain, look at unit assigned, then place the fk for Battalion stored in tbl Unit and place in the field "Battalion" in tblMain

if you can link to the information, you should not store it in two places...

in a query, you can always use

tblMain
tblUnit
link --> UnitPK

and show

field --> Battalion

on the grid

Here is one post with information on normalizing* data. If you search the stored posts on Utter Access, I am sure you will find a wealth of information on this subject:
* storing data efficiently

A new guy figuring out how to search -- diuscussion on normalizing data, designing tables and forms