Whats missing using OleDbDataAdapter.Update to update Access.mdb file?

Answer 1

What I can't see is that you're generating the update statements (or let generate them) anywhere...

//Select data
DataSet dataSet = new DataSet();
OleDbDataAdapter dataAdapter = new OleDbDataAdapter(query, db);
dataAdapter.FillSchema(dataSet, SchemaType.Source);
dataAdapter.Fill(dataSet);

//Make changes to the data in the data set...    

//Write changes to the mdb
OleDbCommandBuilder cmdBuilder = new OleDbCommandBuilder(dataAdapter);
dataAdapter.Update(dataSet);