Ahhh, there we go, now we've got a specific question!
In DW, go to the "Applications panel", select the "Database" tab, and then click the + button (if it's greyed out that means you have to have an ASP page already open (and in the Site Definition window, under "testing server", you must have selected "ASP Vbscript")).
There are plugins to give build the connection string for you, but it goes like this, if you use the "custom connection string" option:
Provider=Microsoft.Jet.OLEDB.4.0;Data Source=<<fullSystemPathToYourMDBFile>>;Mode=ReadWr ite|Share Deny None;Persist Security Info=True
You should be able to click "Test" while in the Custom Connection String dialog to verify that your path is correct.
Tips:
Your database should be in a subfolder of that site so that you can set the read/write permissions for it. Permission problems are the most common errors for database connections.
The first page in any folder should be named "default.asp". This way the server can find it automatically.
To add a recordset to an ASP page, open that page, and then expand the database in the Applications Panel, and the drag and drop it into the wysiwyg area of the page.