I can not find this component in my XPe development system. Could you give me
the exact path to it? Or is it some component that is not in the standard XPe
development system?
Lower your Visibility level in TD (Tools-->Options-->Advanced-->Component Visibility). Set it to 100.
The "Microsoft Data Access Components (MDAC)" components visibility is 200. It is under "Software : System : System Services :
Application Support" category.