Import external data

I am trying to import information from an access file. I take the following steps Data on the menu bar Import External Data and then New Database Query. The dialog box lists only <New Data Source>.
Nothing else on the list... not access... not even excel. Where did my data sources go?

You can write a query in access to get the data you want, and then use a macro to send it to a specific sheet in an excel spreadsheet, other sheets can then process the data. Would this be a possibility?

The problem is not what I am trying to do, but the fact that the "Choose Data Source" dialog box lists no database sources ecept <New Data Source>.