Subselect with between

I have a file with individual sequence numbers. I have another file
with a start and end sequence number that contains comments about that
range.

Example:
File1
NUM: 11
NUM: 12
NUM: 65
NUM: 71

File2
Start: 10 End: 50 Cmt: "Range 1 blah blah"
Start: 71 End: 71 Cmt: "Range 2 blah blah"

I want to find the records in File1 that fall between START and END in
File2. In this case - 11, 12, 71

Something like "Select * from File1 where NUM between (select START,
END from File2)"

I've tried various SELECT statements but no luck. Any suggestions?

Thanks.