I have an Access database embedded in my Excel spreadsheet as an OLE
(created by going to Insert Object... Create from File). How would
I now export this embedded OLE to an independent mdb file?

The process for doing it right now is to simply click on the OLE with
the mouse and copying it to clipboard in Excel. Then, I go to Windows
Explorer and click Paste. (Windows has an internal way of streaming the
copied OLE object in the clipboard to an actual file!)

Is there any macro to simulate this? Specifically, the hard part is
pasting in Windows Explorer.