I don't think so, the newest MFC version (7.0) uses DAO 6, which is used by Access 2k. I think XP uses a new version of DAO, which would make those databases unusable for MFC.
You can use the ODBC or OLE database classes instead, but they only provide a subset of the capabilites of DAO.
Or you can use other means, like ADO (but the C++ docs for ADO suck).