there are several ways to do it, you can do the whole thing in code, or you could "graphically" do it with the wizard in the data-adapter on the form.
Graphically
in the server explorer simply click 'Connect to Database' and pick the Microsoft Jet 4.0 OLE DB driver then in the next window locate the DB on your HDD and that'll add the Access DB to the server explorer where you simply select the Table(s) (or feilds in a table if you only want some and not all) and drag it to the form where the editor adds the connection object and the dataAdapter. then just configure the dataAdapter and finally built the dataset... boom your done, just bind any control(s) you want to get values from the DataSet.
Programmically:
ask neal, mzim, paszt they've posted numerous examples on how to do it programmically