Это может выглядеть, например, так:

// Initialize COM
if FAILED(hr = CoInitialize (NULL))
{
AfxMessageBox("CoInitialize Failed");
return FALSE;
}

// Create object instance and get pointer to it
if FAILED(hr = CoCreateInstance(CLSID_SQLDMOApplication, NULL,
CLSCTX_INPROC_SERVER, IID_ISQLDMOApplication, (LPVOID*)&pSDA))
{
AfxMessageBox("CoCreateInstance Failed");
return FALSE;
}

// Use some method
if (FAILED(hr = pSDA->ListAvailableSQLServers(&ppServerNames)))
{
AfxMessageBox("Can't receive available SQL Servers");
return FALSE;
}

// Get property value
if (FAILED(hr = ppServerNames->GetCount(&nSQLServers)))
{
AfxMessageBox("Can't receive count of available SQL Servers");
return FALSE;
}

. . .

и т.д.