The following example assumes you are adding OLE DB Consumer support to an existing ATL project. If you want to add OLE DB Consumer support to an MFC application, you should run the MFC AppWizard, which creates all of the support necessary and invokes MFC routines necessary to execute the application.
To add OLE DB Consumer support without using the ATL Object Wizard:
#include <atlbase.h>
extern CComModule _Module;
#include <atlcom.h>
#include <atldbcli.h>
#include <atldbsch.h> // if you are using schema templates
#include <atlimpl.cpp>
CComModule _Module;