Joins do not differentiate between local & linked tables; they are based
strictly on the table name, so you should have no problem. The queries,
forms, & reports won't know the difference as long as the table name stays
the same as the local name for the linked table. The only relations that are
broken by such a move are the direct table-to-table relations (and associated
referential integrity) in the Tables -> Relationships window.

Just remove the link, then copy the table from the foreign db and paste to
the local db, giving it the same name as the original link.