Can MS Access interface with mySQL? Does anyone know how to set it up? Is it even a good idea to?

If you want to move data from a MySQL database to a MS Access I think the best solution would be to make a SQL dump with MySQL and then run the SQL in Access.

But you should be able to use MS Access import function (File -> Get external data (or something like that)) and then select ODBC datasource from the filetype list. You should be able to connect with an external DB if you have defined an ODBC connection (depending a bit on which Windows you are using). I haven't done this in several years, but I remember under Windows98 that you had to define an ODBC connection in your control panel, that might have changed in WindowsXP.

Check the MS Access helpfiles and Google around a bit, or if you are just exporting data from MySQL to Access, use an SQL dump.