As Pat Hartman will tell you, there is no way, EVER, to make an access database an executable file. You can create a RUNTIME version of your database, if you have the developer's edition, which will allow you to use an Access database without having a full version of Access (the RUNTIME still has to be installed).
It is possible to use an mdb file for the storage facility for a Visual Basic, Visual C++, etc. program, but you would need to have that programming tool available and then the mdb file is good ONLY for the tables and queries, and you cannot use forms, reports, etc.