If your data contains only point locations (no lines or polygon data), then it's easy to create an event theme within ArcGIS based on the GPS-captured XY coordinates. From the event theme, export this into a shapefile or geodatabase (depends on your version of ArcGIS). Either way, even though ArcGIS can read an MS Access table, you need to tell it that there's a spatial component at play (ie. event theme based on the XYZ of the GPS data), and you need to tell it what you want done with the spatial data since event themes are temporary.
If your GPS data has recorded line data and polygon areas, it gets a little more complicated bringing those in via MS Access.
And. . . the help files available online at the esri site will guide you through the process. Just choose the online help that's available for your version of ArcGIS.
There may be other ways, but this method has never failed me for simple XY data and associated attributes.