import the namespace
using System.Data.OleDb;
you can write like this:
string connection = "Provider=Microsoft.Jet.OLEDB.4.0;Data Source=yourDatabaseName.mdb;Persist Security Info=True";
OleDbConnection cn = new OleDbConnection(connection);
OleDbDataAdapter da = new OleDbDataAdapter("Select * from <tablename>", cn);
DataSet ds = new DataSet();
da.Fill(ds);
</tablename>