What is a WDB file? A file with .wdb extension is actually a database file created by Microsoft Works which was used to perform functions like a database management system. The WDB file is similar as the Access Database (MDB) file, but less efficient and greater limitations. The WDB files can’t be opened by using Microsoft Access. However, you can open the WDB file in Microsoft Works and then export it to MDB file, in order the open a WDB file in MS Access.