As an added tip, I would go for the 3rd route there as it would require little effort.It's not possible, unless you want to create the binary content of the file yourself. If you don't want to use ADOX then you'll have to:
1. create a new empty file and then write the appropriate binary data yourself, for which you'll have to study the MDB and/or ACCDB file format, or
2. automate Access to do it for you, or
3. store an empty file in your application resources and then extract and save it on demand.