Importing external data with specific time format into MS Access
As you have discovered, the Date/Time column type in Access does not support fractional seconds. If you need to preserve the precision (and not round to the nearest second) then you'll need to import the time values as Text and then populate another Long Integer column with the times converted to tenths-of-milliseconds (which I have abbreviated to "tms"):

After the initial import of the times as Text you will have something like this

ID  hms_time       tms_time 
--  -------------  ---------
 1  00:00:00.0001
 2  23:59:59.9999
 3  00:00:00.0000
 4  03:25:45.6789
 5  22:57:40.0000


If you create a VBA function in an Access Module like this

Option Compare Database
Option Explicit

Public Function Hms2Tms(hms As Variant) As Variant
    ' convert "hh:mm:ss.dddd" String
    '     to Long Integer tenths-of-milliseconds (0..863999999)
    Dim arr() As String, rtn As Long

    If IsNull(hms) Then
        Hms2Tms = Null
    Else
        arr = Split(hms, ":", -1, vbBinaryCompare)
        rtn = CLng(arr(0)) * 36000000 + CLng(arr(1)) * 600000
        arr = Split(arr(2), ".", 2, vbBinaryCompare)
        rtn = rtn + CLng(arr(0)) * 10000 + CLng(arr(1))
        Hms2Tms = rtn
    End If
End Function


then you can use the query

UPDATE TimesTable SET tms_time = Hms2Tms([hms_time])


to calculate the numeric equivalents

ID  hms_time       tms_time 
--  -------------  ---------
 1  00:00:00.0001          1
 2  23:59:59.9999  863999999
 3  00:00:00.0000          0
 4  03:25:45.6789  123456789
 5  22:57:40.0000  826600000


You can also use the following VBA function to convert a numeric "tms" time into an "hms" string:

Public Function Tms2Hms(tms As Variant) As Variant
    ' convert Long Integer tenths-of-milliseconds (0..863999999)
    '     to "hh:mm:ss.dddd" String
    Dim hh As Long, mm As Long, ss_dddd As Currency, remainder As Long, rtn As String

    If IsNull(tms) Then
        Tms2Hms = Null
    Else
        hh = Int(CCur(tms) / 36000000)
        rtn = Format(hh, "00")
        remainder = tms - hh * 36000000
        mm = Int(CCur(remainder) / 600000)
        rtn = rtn &amp; ":" &amp; Format(mm, "00")
        remainder = remainder - mm * 600000
        ss_dddd = CCur(remainder) / 10000
        rtn = rtn &amp; ":" &amp; Format(ss_dddd, "00.0000")
        Tms2Hms = rtn
    End If
End Function