I have just started leaning windows 8 store app programming and came around a question that does windows 8 store apps support Ms Access database ? If not then which all data
No, but you can use SQLite for Windows Store apps.
Depends on your definition of support, you could create a WCF service that allows you to access your data from MS Access, see the link below for how to access WCF Services in a Windows store app.
Accessing WCF Services with a Windows Store Client App
But if you don't want to be tied to MS Access or want to use a database as local storage for the application then here is an article discussing the various options you have for data storage.
Data Access and Storage Options in Windows Store Apps