If you are using VB.NET then

Imports System.Data.OleDb
Public Class Form1
    Dim da As OleDbDataAdapter
    Dim ds As New DataSet
    Dim con As New OleDb.OleDbConnection("Provider=Microsoft.Jet.OLEDB.4.0;Data Source =C:\db1.mdb;") 'you can edit the source as you like....

    Private Sub Form1_Load(ByVal sender As System.Object, ByVal e As System.EventArgs) Handles MyBase.Load

        da = New OleDbDataAdapter("Select * from student", con) 'student is table's name

        da.Fill(ds, "student")
    End Sub
    'This is basic, i would advise you to read books for more or Google it.
If you are using VB6 then it different method for this. You will need to add Reference manually to the Project and it's called ADODB

    Public con As New ADODB.Connection 'Database connection string
    Public rsMain As New ADODB.Recordset 'Database record set 
    Private Sub ConnectToDB
        con.Open ("Provider=Microsoft.Jet.OLEDB.4.0;Data Source="C:\db1.mdb")
        rsMain.Open "Select * from Table1", con, OpenDynamic, LockOptimistic
        'Now you can use rsMain to retrieve and add data to your database
    End Sub
It seems like you have never done this before so I would advice you to read books and gain knowledge on how Databases work, as it'll be very helpful in future. And don't forget GOOGLE.