Click New on the Connection menu.

Select MS Access.

Connection name: assign a name.
Database name: select the MS Access database
If your MS Access database is a system database then:
System database: Assign the system database
User: Optionally enter the user id
Password: Optionally enter the database password
SQL dialect: define which MS Access SQL dialect to use. That should be consistent with the MS Access version.
Enable Offline mode: Learn more here
Select User Groups who can view the Connection: Assign user groups with privileges to open objects from this connection.
Click Ok to establish the connection.
Related
Connect to FoxPro - Database Container