If you connected the Access file to SQL Server already, the file was created and your question has answered itself. ;-)
You can still create .mdb files. Choose that file extension while creating the new Access file. - But you should only do so if you have a good reason for it.
The default is the .accdb file format and there is little reason not to use it.
ADP projects are history. They are not supported in current versions of Access anymore.