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There is really no direct export to Access database unlike the other bigger databases like MySQL, DB2 or MSSQL.. you can check them here
You can also use POST Data method to export direct to MySQL
You can test the POST Data anytime.
To what I know, the simplest way to put your submission data to the MS Access database is by exporting the data first as CSV file and then just use the import data from file functionality of MS Access.
You can get the jotform submission data in CSV file format using this guide
When you get the CSV data, you can put it on a directory/folder where you can point from the MS Access were to automatically import the data.
I hope this helps.