Option Explicit
Dim WithEvents cn As ADODB.Connection

Private Sub Command1_Click()
    Dim sCommandText
    Dim Cmd As New ADODB.Command
    Dim ConStr As String
        
    Set cn = New ADODB.Connection
    ConStr = "Provider=SQLOLEDB.1;Data Source=<YourServerName>;user id=<YourUserID>;Password=<YourPassword>;Initial Catalog=Pubs;"
    cn.Open ConStr
    
    With Cmd
        Set .ActiveConnection = cn
        .CommandType = adCmdText
        .CommandText = sCommandText
        .Execute , , adAsyncExecute
    End With
    
End Sub

Private Sub cn_ExecuteComplete(ByVal RecordsAffected As Long, ByVal pError As ADODB.Error, adStatus As ADODB.EventStatusEnum, ByVal pCommand As ADODB.Command, ByVal pRecordset As ADODB.Recordset, ByVal pConnection As ADODB.Connection)
    
    'check for errors during the asynchronous operation
    If (adStatus = adStatusErrorsOccurred) Then
        MsgBox "Error # " & pError.Number & vbCrLf & pError.Description
    End If
    
End Sub