See the sample or the readme.
To register an ODBC data source:
  1. From the Start menu, choose Settings. From the popup menu, choose Control Panel.
  2. In the Control Panel, double-click the 'ODBC' item.
  3. In the Data Source Administrator dialog, click Add.
    The Create New Data Source dialog box appears.
  4. In the Create New Data Source dialog box, select Microsoft® Access Driver (*.mdb).
    Click Finish. The ODBC Microsoft Access Setup dialog box appears.
  5. For the Data source Name, type Sample Database. Include the space.
  6. Click Select... to browse to the sample directory. Select sample database.mdp.
  7. Click OK.
  8. In the Data Source Administrator dialog, click Ok.