When right-clicking on Databases in Catalog, and selecting New OLD DB Connection, then choosing the Microsoft Office 16.0 Access Database Engine, the next Dialog asks for a Data Source.
If you go to your Window's File Explorer, right-click on the Access database file you want to use, and select "Copy as path", the value that is generated is a path enclosed in double-quotes. When you paste the value in to the Data Source field, and click on Test Connection you receive an error, "...Not a valid file name." Removing the quotes eliminates the error.
The Data Source field should support entering a quoted path to make it easy to cut-and-paste, and not have to manually enter a path.