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Type 'sql' in the On-line help for help on the sql functions. If you
require connection string help, you can visit

Establishing an ODBC Connection
This page contains sample connection strings for ODBC DSN, ODBC DSN-Less,
OLE DB Provider, RDS, MS Remote, MS DataShape. In addition, sample
connection strings for the new .NET Managed Providers are also included.

If you go the ADO way, i've placed ADO beginner and reference links here: