There are many books and resources about Cold Fusion, HTML, SQL and MS Access. Here are just a few suggestions to get you started.
About Cold Fusion:
Allaire's Cold Fusion User Guide (comes with the Cold Fusion package): An excellent tutorial: concise, easy to read, providing numerous examples.
Allaire's Cold Fusion Language Reference (comes with the Cold Fusion package): An excellent reference book, in which you will find a description of each Cold Fusion tag in alphabetical order. Clear explanations and examples are provided for each tag.
Macromedia's Support Web site: For advanced users to find fixes to problems that are not mentioned in the Documentation.