You will have to explain better what you mean about a database that uses EDI. MS Access can interface with many databases using ODBC. Simply create links to the tables or views that you want to access in the other database. EDI implies formatted input and output, you can create those using queries. Maybe some more information would help.
If the EDI file has been converted to a delimeted or fixed length text file for import to (or after export from the database), you can use VBA or VBScript from within MSAccess to read the text file into temp or permanent tables to do what you will with them. Some EDI VANs like TIE Evision have Conversion/Mapping programs and training to Convert true EDI Files to formatted text or XML files or Vice Versa. If you just need to export something from a database that once was EDI but now is just exported data. Those special programs and Week(s) long training probably would not be necessary.