Dim cnn As ADODB.Connection
    Dim err As ADODB.Error
    
    On Error GoTo ErrorHandler
    
    Set cnn = New ADODB.Connection
    
    cnn.Open "Provider=SQLOLEDB;" & _
      "Data Source=(local);Database=...;User Id=sa;Password=123;"
         
    '...

ExitHere:
    cnn.Close
    Set cnn = Nothing
    Exit Sub
    
ErrorHandler:
    If cnn.Errors.Count >  0  Then
        For Each err In cnn.Errors
            Debug.Print "ADO Error Information:"
            Debug.Print "NativeError: " & _
              err.NativeError
            Debug.Print "Description: " & _
              err.Description
            Debug.Print "Number: " & err.Number
            Debug.Print "Source: " & err.Source
            Debug.Print "SQLState: " & err.SQLState
        Next err
    End If
    Set err = Nothing
    Resume ExitHere