This works for me
EXEC sp_addlinkedserver
@server = 'ACCESS_TRAINING_DB',
@provider = 'Microsoft.Jet.OLEDB.4.0',
@srvproduct = 'OLE DB Providr for Jet',
@datasrc = '\\argon\data\training\training.mdb'
To query use the complete 4 part definition
i.e. Server.Database.schema.table
This...