it is possible, but you have to open some ports on your firewalls to make a direct database connection possible
or if you are using FTP.
you can use for example WebDrive (http://www.webdrive.com/) or other ftp client tools.
With this tool you can map a drive letter to a ftp location.
Since ftp location maps to a drive letter, it is easy to create a MS Access ODBC datasource to ms access mdb file on ftp location.
Most firewalls are accepting ftp traffic.