You could split them but to be honest people are people.  There are many advantages for keeping them all together.
See the Self Join Relationships video.  That one talks about family but could just as easily be used for employees or customers.

Richard does something very similar in his ABCD database.  That goes much more in depth into working with a single table that he names 'Entity'.

From my experience, it's probably not a good idea to put them together, because customers and employees may require quite different data sets and purposes.  In my old job, our customers had bill-to addresses (multiple ones for one customer) , ship-to addresses, distribution center addresses, and that was just for addresses.  Different customers had different payment terms -- some must pay before shipment, and some could pay months after shipment.  And there were tons of other data relevant only to customers but not to employees or anyone else.  Our customers were publicly-known entities like department stores, wholesalers, things of that nature.  But employee info must be kept with utmost privacy, obviously, because of all the sensitive info like SS#, phones, and addresses.  Only our accountant kept all our employees' info in her own database (not Access, but her accounting software).

Thank you Kevin for your feedback on this. Yes, considering the different data sets makes sense. I think also, that you need to separate people who are somehow related to each other. Well, I certainely need to gain more experience how to set up tables related to persons.

Hello Scott, well yes that was my initial approach too. But in this video Richard hasn't kept the customer and employee data together? I will watch the video you have suggested and the maybe it will be clearer for me...

Roland
In this case there really isn't a correct or incorrect between the two methods.  Kevin brings up some very valid reasons why you might want two different tables.

In my case, I separate special or sensitive data into a different table.  Basic information like name, address, and phone are kept in the same table.  My main reason for doing it this way, in my case, is that our employees can also be a customers of our business.

The beauty of using Access is that there are multiple options and by making your own database you can customize it according to your needs. I think that is really the main point here.

Another video to illustrate this is the Too Many Tables

I certainly prefer keeping customers and employees in separate tables. If the employee is also a customer I would simply add an IsCustomer field to the Employee table. But' like Scott said there is no set in stone method and depends pretty much on how you want your database to function.

Hello guys, thank you all for your input. I will certainly considering your suggestions when designing especially seperating sensitive data from basic data. As already said there is no one "right" method and it certainly depends on what should be the outcome of the db. Thx