What is DAO, OLE DB and MS Jet engine?

I newbie in this ng, I have not experience programming SQL Server
database but I'm interesting in start now.

I have a lot questions about SQL programming but I'll like to start
asking about:

What is:

DAO, OLE-DB, Microsoft Jet database engine and when or how I have to use
each one of this?

I know is a lot things to answer, but maybe is not necesary answer all
this, just suggest me a good book where I can find the answers to all
this.

Thanks in advanced.

Geolffrey