Your question is not clear for a black & white guy (me). You don't import files into Access unless you want to experience huge bloat in your db file size. So, supposing what you actually want is the data:
from my limited experience of meshing SharePoint (Excel) and Access on a network drive, it's been my observation that a sp server has an address like any other network server IF the sp server is part of the network architecture. If it's an IP address then this won't work - find out what the full path of the sp server is on the network and use it as the path to import from. The other question related to a networked sp server is, is linking not an option?