gajussi,
To expand on BNPMikes answer, you can call any SQL DML or DDL statment from a Pass-thru, including stored procedures, Create/Alter table, etc. Nearly anything legal on the backend's command-line is acceptable via pass-thru; you can pass parameters but you can't return them.
Also, most newer ODBC drivers will translate simple JET queries--those created in Design View in the query grid with Linked Tables---into sort of 'virtual Passthru', that is, they will execute on the server--even semi complex joins. However, you'll break this rule and revert to JET processing if you use Access/vba functions or joins to local tables.
--Jim