Treason:
What file type is your EDI format in? Most EDI transactions can be sent in a flat text file format (EXTOL Protal for example). But usually, it is tailored to your company. Each Carrier/Vendor sending EDI information should be structured to match your format. If you are recieving these transactions via a flat or comma delimited text file then you should be able to creatre a standard import for the information.
If your are trying to get the information from an SAP or TMS system, then it is still possible, but needs to have two actions, one to export from the system (BW report in SAP or SQL from a TMS) and then the import into Access.
HTH