It is located in the "\DAOSDK" - directory in the Visual C++ 6.0 (and 5.0) CD, at least in the professional version. Since the standard edition seems to be more or less for "learners", not for real developers, it might be that it is not included.
But the SDK itself should be installed when you install VC++, only the redistributables are the problem.
If you can avoid it, you shouldn't use DAO anymore, at least not for new projects.
1) MS doesn't support DAO anymore
2) There are some problems in distributing the DAO SDK to customers/users
3) There are limitations (e.G. it doesn't support Access 2000 dbs or newer versions without patching some of your MFC files)
You should use ADO, which is similar to use, but using the COM component concept not the MFC Class concept, which makes it a little bit difficult for people who are new to COM (but it's worth the time learning it, believe me!).
Ado is included in MSDAC (MS Data Access Components) and can also be distributed freely.
There is an article "ADO IS AOK" inat Codegurus atricle section (database), which can give you a quick start in ADO. There is also a good (but older ...) book about ADO available (the German title is "ADO Programmierung" so I think it's called "ADO Programming" in English), which gives some backgrounds about ADO. Worth buying and reading, even if it is published by Microsoft Press and the code examples are written in VB. Since ADO is made of COM components the technique is the same when using it in C++, only the syntax differs a little bit.