Can you use VBA to connect ANY sql server? (like a custom host)

[makiwara]

I tried to find tutorials for this use but I just couldn't.
Every tutorial wants me to connect to "ADO" but I want to connect to a custom sql server.
(let's say my website has an sql on mywebsite.sql.com with db name, username and password)

Is this possible to connect to this kind of sql server?

Thank you very much!