I can suggest you one way of implementing it.

U can make as many as TEXT files in which all the
questions will be stored and there answers will be
stored in database.

now what to do is...Use file access  technique, read
the complete file for one question  and displayed it in
TEXTAREA making it uneditable...use four buttons to
get the answer  and then match all of them from the
database.

This mathod will be very useful for you, as these kind
of programs are known as Test Simulator.

I do not think the way of putting data in local
computer would result much success. As user  tends to
access the database  directly so that result can be
easily known.
I think better way is to access  the question  through
the Access. Instead of accessing the whole question,
you may store predefined STring in client like
!. Choose the correct  questions below
which is the correct answer  etc.,
Morever, I think there is no need of constructing four
arrays.
try to use random function. So that answer can be
randomly assigned i.e., a b c d
In case local  drive, you should password protect the
Access file.

I do not think the way of putting data in local
computer would result much success. As user tends to
access the database directly so that result can be
easily known.
I think better way is to access the question through
the Access. Instead of accessing the whole question,
you may store predefined STring in client like
!. Choose the correct questions  below
which is the correct answer etc.,
Morever, I think there is no need of constructing four
arrays.
try to use random function. So that answer can be
randomly assigned i.e., a b c d
In case local drive, you should password protect the
Access file.

You can connect java  to ms access  by using jdbc. You
can refer to http://www.javaalmanac.com for more info
on how to do it. It would be easier to just create
the application in access though instead of coursing
the data to java. Nevertheless, it is possible and i
have done it already.