It depends on your host. I'd check with them. Some have it set up where you have to set up a DSN. Is there any particular reason why you'd want to use Access?
I haven't done this in forever but......
If this is a local machine...and its using windows...you set up your DSN by going to: Control Panel > Administrative Tools > Data Sources (ODBC)
Click the System DSN tab up top...
Find "Microsoft Access Driver" (its like the 6th or 7th one)
Create a data source name. (something unique with no spaces)
Click select and browse to your database.
You can check out PHP.net to find out the scripting you'd have to use to talk to it tho.
Most of my questions/posts are fairly straightforward and simple. I post long verbose messages in an attempt to be thorough.