Depending on which Operating System you are using you will be using either Microsoft's IIS (Internet Information Services) or Microsoft's Personal Web Server.

If you are using Windows 95, 98 or Me you will be using Microsoft's Personal Web Server.
If you are using Windows NT, 2000 or XP you will be using Microsoft's IIS.

Luckily both Personal Web Server and IIS are free and are both inside the NT 4 Option Pack with came be download here:
http://www.microsoft.com/NTServer/nts/downloads/recommended/NT4OptPk/default.asp
The install program will determine your OS and install the correct one.

If using Windows 2000 or XP, IIS is already on your Installation CD. To Install it go to your Control Panel and select Add/Remove Programs. Then click on Add/Remove Windows Components. Then check off Internet Information Services.

You will be using ODBC or OLE DB drivers to connection to your database.
Because these drivers are always being updated you may want to upgrade yours.

To test which version your computer is using search your computer for the file oledb32.dll. Once found right click on it and select properties. Then go to the version tab. You will want version 2.5 or newer.

If you don't have 2.5 or newer you can download it. All Microsoft database drivers come in one downloadable component called MDAC (Microsoft Data Access Component)
Download MDAC 2.5 here: http://www.microsoft.com/data/download_250rtm.htm

Note if you have MDAC 2.6 installed it doesn't not come with the Jet driver for Microsoft Access.
Download the update here: http://www.microsoft.com/data/download_Jet4SP3.htm

Note: If you are using Windows 95 you may not have any version of MDAC installed. If this is true your have to download DCOM before you can install MDAC.
Download DCOM here:http://www.microsoft.com/com/dcom/dcom95/dcom1_3.asp