Hello there! I believe the solution to your problem should be in the External Data tab; use the ODBC Database option, just a bit over from the Linked Table Manager. You should get a menu with two options; select "Link to the data source by creating a linked table" (or, if you just need a copy of the data and not the ability to modify the SQL tables from Access, use the first option). In the new window that appears after you hit OK, use the Machine Data Source tab, which should have a list of DSNs on your system; pick the one you created for the database out of the list and hit OK, and you should get a list of all of the tables in your SQL Server database. Click each one that you'd like to link into Access and hit OK, and that should get everything imported.
Keep in mind that the schema names from SQL Server will be preserved (so anything in the dbo schema will be dbo.tablename, for example), so you may have to do some renaming if you have existing procedures that reference SQL tables. Also, if you're creating a copy of the table rather than linking directly to the table, you'll have to re-do the copy each time you need a fresh version; Access unfortunately doesn't have anything to make routine copies, to my knowledge.