Yes, they work perfectly.   Here a piece of code that I've taken from the
web many years ago; so pardon me if I cannot give you the full reference:

Public Function DAODatabase() As DAO.Database

  Dim cnn As ADODB.Connection
  Dim dbDAO As DAO.Database
  Dim strConnect As String

  Set cnn = CurrentProject.Connection

  ' Is the connection based on MSdataShape- or SQLOLEDB-provider?

  If InStr(cnn.Provider, "Microsoft.Access.OLEDB") > 0 Or
InStr(cnn.Provider, "MSDataShape") > 0 Or InStr(cnn.Provider, "SQLOLEDB") >
0 Then

      ' Build connection string
      strConnect = "ODBC;driver=SQL Server;server=" & cnn.Properties("Data
Source") & ";"
      ' Database Name
      strConnect = strConnect & "database=" & cnn.Properties("Initial
Catalog") & ";"
      ' SQL Server- or Windows-security?
      If cnn.Properties("Integrated Security") = "SSPI" Then
          strConnect = strConnect & "Trusted_Connection=Yes;"
      Else
          strConnect = strConnect & "UID=" & cnn.Properties("User ID") &
";"
          strConnect = strConnect & "PWD=" & cnn.Properties("Password") &
";"
      End If
  Else
      MsgBox "DAO-Database not opened!"
      Set DAODatabase = Nothing
      Exit Function
  End If

  ' Open Database
  Set dbDAO = DBEngine.OpenDatabase("", False, False, strConnect)
  Set DAODatabase = dbDAO

End Function

Sub DAO_Test()
  Dim db As DAO.Database
  Dim rec As DAO.Recordset

  Set db = DAODatabase()
  Set rec = db.OpenRecordset("select * from tblFilme", dbOpenForwardOnly)
  Do Until rec.EOF
      Debug.Print rec!Filmtitel
      rec.MoveNext
  Loop
  Set db = Nothing
End Sub

If you want to have transactions, you can also first open a Workspace.
Also, after taking a quick look at it, maybe it will be a good idea to
explicitely close the database before setting to Nothing.