Primeiro, você precisa ter certeza de que o SQL Native Client está instalado. Referência
SQL Server 2008
Segurança padrão
Provider=SQLNCLI10;Server=myServerAddress;Database=myDataBase;Uid=myUsername;
Pwd=myPassword;
Conexão confiável
Provider=SQLNCLI10;Server=myServerAddress;Database=myDataBase;
Trusted_Connection=yes;
Conectando-se a uma instância do SQL Server A sintaxe de especificação da instância do servidor no valor da chave do servidor é a mesma para todas as cadeias de conexão do SQL Server.
Provider=SQLNCLI10;Server=myServerName\theInstanceName;Database=myDataBase;
Trusted_Connection=yes;
Fonte
Dim conn As New ADODB.Connection
Dim cmd As New ADODB.Command
Dim sConnString As String
Dim recordsAffected as Long
'Create connection string
sConnString = "Provider=sqloledb; Server=LAPTOPX; Database=HomeSQL; Trusted_Connection=True;"
'Open connection and execute
conn.Open sConnString
'Do your query
With cmd
.ActiveConnection = conn
.CommandType = adCmdText
.CommandText = "Select ...;"
.Execute recordsAffected 'Includes a return parameter to capture the number of records affected
End With
Debug.Print recordsAffected 'Check whether any records were inserted
'Clean up
If CBool(conn.State And adStateOpen) Then conn.Close
Set cmd = Nothing
Set conn = Nothing