Dim cnn As ADODB.connection
Dim str As String

//接続設定
str = "{SQL Server};server=10.1.1.1; database=db_name; uid=root; pwd=pass;"

Set cnn = New ADODB.Connection

//接続
cnn.Open (str)

Dim sql As String
sql = "SELECT .."

Dim result As ADODB.Recordset
Set result = New ADODB.Recordset

//クエリ実行
Call result.Open(sql, cnn, adOpenStatic, adLockReadOnly)

While (Not result.EOF)
//結果に対する処理をするときはこんな感じ
Wend

//クローズ
result.Close
cnn.Close