VERY simplified (you find everything in detail in the SAS Online Doc):
SAS/Access modules are used to connect SAS with other data sources (i.e. SAS/Access to Oracle, SAS/Access to PC file formats (like Excel), SAS/Access to ODBC,.....)
SAS/Connect is used to connect different SAS/Sessions (i.e. PC SAS running on your local PC with SAS running on a Server). You could then for example run some code on your local PC, send the result to the SAS Server, do there some processing and then get the results back to your PC SAS. Keywords here would be "remote library services" and remote submit.