You could move the backend from the server to your machine via Windows
Explorer (ensure you move it, not copy it or other users may still have
access to it.  If you do copy it, then rename the server copy).

You can then use Tools, Database Utilities, Linked Table Manager to refresh
the links to the new location of the backend.  This way you don't need to
un-split the database.

If you really want to unsplit it, then open the frontend and delete the
linked tables.  Then use File, Get External Data, Import and import the
tables from the backend.  Again you don't want to leave the backend on the
server for others to continue to use.