The extension .mdb is associated with the Access part of the Microsoft Office suite. And it is possible to transfer a virus/malware this way. It is also possible that the attached file shows up as an .mdb file, but that is a different type of file. This is much more common and your mail server (or the one from your ISP) and mail client should remove this kind of crap. Better safe than sorry.
.Mdb files are not often send by mail, usually because these files are too big to be sent by mail.
Also, if your client(s) are infected with a virus, it is easy to send mail in their name without them knowing about this. And if your clients have multiple mail addresses in common, all it takes is one virus infection with one client to have multiple clients send mail ('email spoofing' is the term) to shared addresses and if another one of them takes the bait, the problem becomes much bigger very quick.
Setting up your own cloud server or WebDAV server (or even a S-FTP server) is a better, more secure way to transfer such files. GoogleDrive, OneDrive, Dropbox and other similar services are also better, but with using those services you could be in legal trouble, depending the contractual obligations between you and your client(s). Usually this isn't a big deal, but verify this before you burn yourself.