All you need is a way for the user to browse to the location, and then to save the location of the mdb file the user has selected.
As far as browsing - the easiest way will probably be by using the Common Dialog control in file open mode.
As far as saving the location, there are two very common ways to do this. One is to store it in the registry, and the other is to store it in a configuration file that is stored in a location that your application can always get to. The typical locoation for a file like this is in the root directory of the application. These used to be called ini files (ini = initialization) - but you can work this just about any way you want.
The registry is often used for this purpose, but lately I have avoided that unless it is something that really needs to be in a "central" location. For example - if you need to access the value from several different apps.
The file solution is probably the easiest.
If you have no experience with file access, let us know and I (or someone else here) is sure to help.