A MSDN слабо почитать?
Вот выдержка ( полная статья тут)

The @@IDENTITY variable

The @@IDENTITY variable is a global SQL variable that you can use to retrieve the last value used in a COUNTER data type column. You can't specify a table name when retrieving the @@IDENTITY variable. The value returned is always from the last table with a COUNTER field that had a new record added to it from code. Use the SELECT statement to retrieve the @@IDENTITY value.

SELECT @@IDENTITY

To add a value to the @@IDENTITY value, enclose the variable in square brackets.

SELECT [@@IDENTITY] + 1

Note The @@IDENTITY variable listed in the previous SQL statements can be executed only through the Jet OLE DB provider and ADO (выделено мной); it will result in a value of 0 if used through the Access SQL View user interface. In addition, the variable is set only when records are inserted through programming code. If a record is inserted through the user interface, either with datasheets, forms, or SQL statements in the Access SQL View window, the @@IDENTITY variable will return 0. For this reason, the value of @@IDENTITY is only accurate immediately after adding a record from code.

Что такое Jet OLE DB provider? Это нечто служащее для присоединения к Аксессу из других аппликаций
Где-то так , но не ОDBC :).
В самом Аксессе, получается, только ADO?
Да.