ArcGIS Pro can inherent these connections from importing map documents, but I do not believe it can create these. I can currently access non-supported database platforms through this workflow in ArcMap and ArcGIS Pro (when importing an mxd).
Relevant link to a 3rd of April 2019 post by Cole Andrews that suggests ESRI internally already created an enhancement request for this:
https://community.esri.com/ideas/13645-microsoft-access-accdb-support-in-arcgis-pro#comment-72023
Hi, as an interim measure you can script ODBC connections:
and this which isn't specific to accdb but would resolve that as well https://community.esri.com/ideas/17216