Step 1
Create a mdb file in MS Access as follows:
- Open MS Access
- Choose Blank Database
- Save it as Microsoft Office Access Database (2000) format 
 
Hence your mdb file is created.
 
Step 2
Create a table in your database.
 
 
Step 3
Create a Windows form with a button for connectivity.
 
Step 4
Import system.Data.OleDb
 Now on button click event connect with MS Access:
 
- using System.Data.OleDb;  
-   
- namespace WindowsFormsApplication3  
- {  
-     public partial class Form1 : Form  
-     {  
-         public Form1()  
-         {  
-             InitializeComponent();  
-         }  
-   
-         OleDbConnection conn;  
-         private void btnConnect_Click(object sender, EventArgs e)  
-         {  
-   
-             var DBPath = Application.StartupPath + "\\Connection.mdb";  
-             conn = new OleDbConnection("provider=Microsoft.Jet.OLEDB.4.0;" + "Data Source=" + DBPath);  
-             conn.Open();  
-             System.Windows.Forms.MessageBox.Show("Connected successfully");  
-   
-         }  
-     }  
- }  
 
Hence your connection is established,