To gain access to the ADO 2.0 objects in Visual Basic, set a reference to the appropriate ADO type library. There are two ADO type libraries. One is called ADODB and is contained in MSADO15.DLL. It appears in the References dialog box (available from the Project menu) as "Microsoft ActiveX Data Objects 2.0 Library". The other is called ADOR and is contained in MSADOR15.DLL. It appears in the References dialog as "Microsoft ActiveX Data Objects Recordset 2.0 Library".
The first type library (ADODB) is the larger and more feature-rich of the two; it contains the main ADO objects and is the one you'll probably want to use in most circumstances. The second is a "lightweight" subset of the ADODB type library that supports only recordsets. You may choose to use that library instead if you plan to manipulate only recordsets.