What is the steps that make me change my mdb to exe

Who convert mdb to exe using access 2003

You don't. Mdb is the file type that Access opens. Why would you want to do this?

There is no compiler that will make a stand alone executable for Access files. So this is not possible. However, you can get a Runtime version of Access to distribute with your application for people who don't have Access. Microsoft is giving away the 2007 version of the runtime.

How to convert access to exe?

Did you bother to read the above answer