Access always uses a workgroup file (can't function without it). Out of the box, it ships with system.mdw. As I said, you use this for all databases, and it silently logs you in as Admin. Every system.mdw is the same, which is why you are able to send an unsecured mdb to someone else; they can open it as 'Admin' which has permission to everything (actually it's the Users Group, also common to all mdw files, that has permission to everything; Admin is a member of the Users Group).
When you implement security, you create a *new* workgroup file. This mdw still has the Admin User and the Users Group in common with all other mdw files, which is why you remove all permissions for these two entities when you secure a mdb.
So, in order to work Access must use some workgroup file. There is always *one* mdw file set as the default. You have to join another mdw to make it the default. Access will use this default mdw unless you specify otherwise. Generally, on leaves the default set to system.mdw, and creates a desktop shortcut to launch secure mdbs. The target of the shortcut uses the /wrkgrp switch to over-ride the default mdw, for just that session of Access. The target looks like:
"path to msaccess.exe" "path to secure mdb" /wrkgrp "path to secure mdw"
You don't really 'assign' a database to a workgroup file. The workgroup file controls the session of Access. Usually you want the database to only be useable when using the 'correct' mdw. To answer your question, you can either join the workgroup you want to use (making it the default), or just create a desktop shortcut with "path to msaccess.exe" /wrkgrp "path to secure mdw" to launch an Access session using the secure mdw.