You shouldn't have to install anything. Use the OLEDB driver installed with Windows.
This is an example for Access 2.0(!) Adjust Engine Type to fit Jet 3.5 for Access 97:
<add name="ClientBill.Properties.Settings.FinConnectionString"
connectionString="Provider=Microsoft.Jet.OLEDB.4.0;Data Source=R:\Test\Fin.mdb;User ID=Admin;Jet OLEDB:System database=R:\Test\System.mda;Jet OLEDB:Engine Type=3;Jet OLEDB:Database Locking Mode=0;Jet OLEDB:Mode=Share Deny None"
providerName="System.Data.OleDb" />