The FileDialog
object is not provided by the Access library, but by the Office library. So your code should work if you set a reference to the Microsoft Office [version number] Object Library. Either you don’t have that reference set, or it’s broken.
However if it were me, I would leave the reference unset and modify the code like this. See if it works for you.
Const msoFileDialogFilePicker As Long = 3
Dim objDialog As Object
Set objDialog = Application.FileDialog(msoFileDialogFilePicker)
With objDialog
.AllowMultiSelect = False
.Show
If .SelectedItems.Count = 0 Then
MsgBox "No file selected."
Else
Me.FileNameTextBox.Value = Dir(.SelectedItems(1))
End If
End With