In Pocket PC you can copy an .mdb file through ActiveSync from your desktop to your Pocket PC and it will convert it to a .cdb file which can run on the PDA. Only the tables appear to get copied though, not forms, queries, etc. You will have to build a front end for the PDA using a third party program.
I looked into this about 8 months ago. I would honestly suggest you do a search using Google (or similar) for database software for Palm. There is stuff out there that is quite reasonably priced and is designed for hand helds.