Use Outlook's File|Import and Export... menu command and follow the
instructions.
Outlook may tell you it needs to install a "translator", so have your
Microsoft Office CD-ROM handy.
Once the translator installed, what's possible depends on the structure
of the Access database and whether it's fields are compatible with the
properties (fields) of the Outlook objects you're trying to create from
the Access data (usually these will be Contacts). It may help to create
a query in Access that returns the data in a form that suits Outlook.