according to the FAQ
Frequently asked questions—ArcGIS Pro | ArcGIS Desktop
No
But there are references to them re connection in arcpy
Updating and fixing data sources—ArcPy | ArcGIS Desktop
and an error
which seems to be a hold-over from the 10.2 help topics
Lots of ArcGIS Ideas
Personal GDB(.mdb) import tool
Microsoft Access (.accdb) Support in ArcGIS Pro
to name a few
BUT
https://community.esri.com/ideas/3263 query is possible
according to the FAQ
Frequently asked questions—ArcGIS Pro | ArcGIS Desktop
No
But there are references to them re connection in arcpy
Updating and fixing data sources—ArcPy | ArcGIS Desktop
and an error
which seems to be a hold-over from the 10.2 help topics
Lots of ArcGIS Ideas
Personal GDB(.mdb) import tool
Microsoft Access (.accdb) Support in ArcGIS Pro
to name a few
BUT
https://community.esri.com/ideas/3263 query is possible
Vote here if you would like to see Pro be able to use MSAccess .