This seems to be the answer:
CREATE TABLE tracks (id INTEGER PRIMARY KEY, title TEXT, album_ID INTEGER);
INSERT INTO tracks(id, title, album_id) VALUES (1, 'Smooth Criminal', 8);
INSERT INTO tracks(id, title, album_id) VALUES (2, 'Hey Jude', 5);
SELECT * FROM albums JOIN tracks ON albums.id = tracks.album_id ORDER BY album_id;
But it doesn't really make sense with what we were taught within the course. From the course it would make more sense to write
albums.artists_id = tracks.id because id is the primary key of tracks. See the explanation in this exercise for what I'm talking about. To me it seems like album_id in tracks should be the primary key here.
Edit: Being told id in albums is the primary key would make album_id in tracks the foreign key, and would result in:
SELECT * FROM tracks JOIN albums ON tracks.album_id = albums.id ORDER BY album_id;
Maybe I'm missing something here?