Server.MapPath is used to create a file path from a virtual path. So now you are confused I will attempt to explain.

Here's a typical DNS-less database connection:

Connection = "Driver={Microsoft Access Driver (*.mdb)}; DBQ=C:\wwwroot\users\someaddress\db\data.mdb"

This isn't much good though if you don't know the full file path and if you are using a web host the chances are that you won't know it. So you can use Server.MapPath instead.

Lets say that database is on the internet at:

http://www.someaddress.com/db/data.mdb

Instead of having to use the file path as the top you could use a virtual path:

Connection = "Driver={Microsoft Access Driver (*.mdb)}; DBQ=" + Server.MapPath("/db/data.mdb")

This would get the server to "map" a file path to the database from the virtual path you give it. Notice that after DBQ= the tag (") is closed as you don't want the server to think + Sever.Map... is part of the file path.