How C++ and WinAPI connect MSSQL?

I know a way that is ODBC.
I hear about ADO, DAO, are these ways connect with C++ and API?
Are there othere ways? which is better? Is there MSSQL driver for C++ directly?

I don't know about ADO or ODBC, but last month I try to make application that can connect to MYSQL Database without ADO or ODBC.
you just need the library and include files for your code which you can download from MYSQL website.

but dunno, I never test it over internet connection, I just do it for fun, but it's works and connect on localhost.