Developing Swing Application tool with MS Access DB

I am planning to develop a swing application tool ie. Expense calculator or software for personal use.
Is it possible to create such application so that I will talk with MS Access database to store data and once it is developed and i will be bundling it into jar or exe file.
So when copying the jar or exe file to some other laptop or system I dont want to configure the DSN name or connection setting to MS Access in each system where i am going to put the file.
instead on click of the exe or jar file the connection will be set automatically I mean the exe or jar should independently on each system where i am going to run it
( Is it feasible in Java )

Not sure about MS Access but there are other databases such as Apache Derby which you can bundle with your app and so you don't even need the user to have a database installed.