Follow these steps:

1)Go to the start<<Control Panel<<Administrative Tools<< data sources.

2)Click Add button and select the driver Microsoft Access Driver(*.mdb).

3)After selecting the driver, click finish button.

4)Then give Data Source Name and click ok button.

5)Your DSN will get created.

6) Restart your command prompt and compile your program:

import java.sql.*;
import javax.swing.*;
class  Retrieve{
public static void main(String[] args){
    try{
            Class.forName("sun.jdbc.odbc.JdbcOdbcDriver");
           Connection con = DriverManager.getConnection("jdbc:odbc:student");
           Statement st=con.createStatement();
           ResultSet rs=st.executeQuery("select * from data");
           String name="",address="";
           while(rs.next()){
              System.out.println(rs.getString("name")+rs.getString("address"));

           }
    }
    catch(Exception e){}

    }
}