The ability to write join queries between tables from different "databases" really depends on your DBMS. For most, the answer is yes. I recommend referring to your particular vendor's documentation. My responses to previous questions, Referencing a table in database A from database B and Selecting and comparing data from two different databases deal with this issue; you might find them helpful.
Regarding your second question, I will assume you are using MS SQL Server. In SQL Server, a trigger always operates as if there were an outstanding transaction in effect when the trigger is executed. If an exception occurs in the trigger code, the DML statement that invoked the trigger, as well as any trigger DML which occurred before the exception, are rolled back. With that in mind, you don't need to explicitly begin and commit a transaction within a trigger.
However, a situation where you should have transaction control statements in a trigger would be in a case where you would begin a nested transaction in order to conditionally rollback some of the trigger's DML. In this case, I would recommend reading the section on Nested Transactions in the SQL Server documentation.
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This was first published in February 2002