VBScript function that you can use to conncet to DB is 
CreateObject. we have to create the connection object first 
as ADODB and then we can use that connection object to open 
the DB connection.  Once the connection is open, we can run 
SQL query by using a while..wend loop and can get the 
derired results data into local data sheet

Check this............

Function db_connect( byRef curSession ,connection_string)
    dim connection
    on error resume next
    ' Opening connection
    set connection = CreateObject("ADODB.Connection")
    If Err.Number <> 0 then
       db_connect= "Error # " & CStr(Err.Number) & " " & 
Err.Description
        err.clear
        Exit Function
    End If
  
    connection.Open connection_string
    If Err.Number <> 0 then
        db_connect= "Error # " & CStr(Err.Number) & " " & 
Err.Description
        err.clear
        Exit Function
    End If
    set curSession=connection
    db_connect=0
End Function

function Connect database
set con= create object("Adodb.Connection")
set rs=create object("Adodb.Recordset")
con.provider = "microsoft.jet.OLEDB.4.0" '@ For  MS access 
con.open="Path of Database"
rs.open "select * from xxxx", con
do until re.eof
end function