By default, Access is designed for single user use on a local machine. There is no "listener" to handle incoming requests. You can put the .mdb file on a shared network drive and pass its path in the connection string.
Data Source=
\\servername\myfolder\myfile.mdb
I've never used RDS, but you can might be able to make this work:
http://technet.microsoft.com/en-us/video/remote-desktop-services-rds-explained.aspx
Remote Provider=Microsoft.Jet.OLEDB.4.0;Provider=MS Remote;
Remote Server=http://myservernameOripaddress;Data Source=c:\pathtofile\myfile.mdf;