You can do the following :
1. Open EM.
2. Goto the Server to which you want to add it as linked server.
3. Then goto security > Linked Servers section from console tree.
4. Right click on the Client area. Then New Linked Server.
5. Give a name and Specify Microsoft Jet 4.0 as Provider string.
6. Provide the location of the MDB file.
7. Click OK.

Now MS Access table is linked with SQL Server !