Connect to Microsoft Access database via Microsoft SQL Server / MySQL
An access database is not a server, it's just a file.  To access it, your server will need access to the filesystem on which it resides.  Or, if you want to set up an SQL server on the same machine as the access database, it will still need access to the folder in which the file is stored.  

A user logged into a VPN may not have the same drive mappings or file system permissions as a server process running on the same machine, so you will need to reflect this in the path to the file you use in the code.