You can use the upsizing wizard but make sure you choose the link tables
option. You do NOT want to create an .adp. The .adp will still be
supported in A2007 but no more development is being done so these databases
will die over time.
Search the KB for articles on client/server optimization for Access. That
will give you some ideas on what you might need to change in your queries.
Forms and reports should always use queries with Where clauses as their
RecordSources. It is important to restrict the amount of data retrieved
from the server.