Connecting to DB on Web like connecting to network DB?

Question

I am curious if it is possible to connect to a database on a foreign web server simply by dumping the database in a file and trying to connect over the net to it. I mean if I need to connect to an access db on the network I have a connectiong string that looks like (//mtiftw/dat/groups/shop/blah.mdb). Could I do something like (http://blah.blah.mdb.com) ??? thanks.