access uses a very small subset of SQL, and it's somewhat mangled. sorry to disappoint. it's also a single-user database. if you want a multi-user database with forms and reports, or something you can put on IIS and serve up over the web, get Microsoft Visual FoxPro.
I know someone who uses it to make accounting /tax applications for companies.
it also works with Crystal Reports, an old standard in the industry (there are easier and more interesting ones now, such as Jasper Reports).
the SQL language to each "software package" is somewhat different. mysql vs postgresql vs access vs foxpro vs db2 vs oracle vs sybase vs MS sql server.
in access you have to be in design mode of the query section. you have to dig for it. I don't think it can do SELECT...INNER JOINs or nested SELECTs and things like that, but you can certainly try it and experiment. you may end up with a useful app. note that forms are made to only work with one table at one time, unfortunately.
one thing I have not tried is to drive a form from the database engine directly from multiple table sources. I don't know if that is possible. it would be cool if you could. but then maybe that is why you have FoxPro.
mysql is free for web use, postgresql is free period, even for embedding (mysql costs money to make an embedded application). if you are just looking to learn SQL and tinker with queries, those would be good to work with. you are more likely to run into mysql for web apps (postgres/pgsql is also used for web apps, but not every server supports that database).