You can create external dependencies from project tasks to tasks in other projects.
Open the task properties and select Dependencies from the Properties menu
Select new
Select another project from the project browse button.
Click Filter and the task list in the second project opens.
You can do that one dependency at a time.
This type of external dependencies are similar to the dependencies within a project in scheduling.
There are also project level dependencies.
They default to project, but can also be to any NPIO
My understanding is that these are just for the record for the users to take into account and there is no functionality in scheduling in them.