You can prompt the user for them the first time then save the resulting connection string (or the individual parameters) in Settings variables to preseve them between sessions. The actual connections string will also depend on whether you are using OLEDB, SQL, ADO, etc for access. For example, ADO might be
Probably a form, maybe a dialog form, with several textboxes lablelled with the various pieces of information you'll need to make the connection string(i.e. server, login, name of the database, etc.). Of course you'll have to validate each piece of info to make sure it's in the right format.
You could just use a file browser control on form load and ask the user to select the appropriate *.accdb file. Of course, you'd have to ensure that the selected file is one that actually contains the correct tables. Remember to set the file mask to restrict the selection to accdb files.