Once there, follow the tree (toc) to Platform SDK Documentation, Data Services, Microsoft ActiveX Data Objects (ADO). This is their COM interface to relational and non-relational data.
If you're looking for more of a "C" style way to do this, look at the Microsoft Open Database Connectivity section.
There is no "pure" C++ wrapper for their data access technologies supplied by Microsoft. If you want one, look at Rogue Wave's DBTools.h++.
The ADO is more current, but will require you to learn how to call methods in COM objects, which is probably something you'll need to learn in any case if you plan to work with Microsoft technologies.
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