In the past I've used code that starts:

use strict;
use warnings;
use DBI;

my $db_file   = 'C:\...\database.edb';
my $dbh = DBI->connect
  ('dbi:ADO:Provider=Microsoft.Jet.OLEDB.4.0;Data Source=' . $db_file)
  or die $DBI::errstr;
[download]

'database.edb' is an access database file. I don't recall any problem getting it to go, but it was some time ago now.