There's no simple "this workbook" connection that I'm aware of. So you have to use external connections and Access flavoured SQL to a named file and it all becomes brittle & ugly.
SQLite -- plus, if you need it, some open source GUI -- and you are done. No pain of bending Excel to do what you want; none of the horrors of Access and its cludgy-flavoured SQL. If you really need it ultimately in Excel, I'm sure there's an ODBC driver you can use to get a view on the data.