I had the same issue. Please check if you have Microsoft Access Database Engine 2016 downloaded. You can download it from: https://www.microsoft.com/en-us/download/details.aspx?id=54920.
Get either 32 or 64 bit version. For me works 32 bit version even though I have 64 bit office Make sure that you are using Ace.OleDB12.0 to connect to database
Next go open your sharepoint site in Internet Explorer. Go to IE settings, click “Manage Add-ons”
In show tab choose “Run without permission”
Find “SharePoint Export Database Launcher” and Enable it. If if was already enabled then Disable and Enable again.
Close the window and refresh SharePoint Site. In tab “List” or “calendar” you should see the option Open with access. Click it and link tables manually. It helped me I hope it helps you too