Dim cn As ADODB.Connection
    Dim rs As ADODB.Recordset
    Dim strConn As String
 
    strConn =  "Provider=Microsoft.Jet.OLEDB.3 . 51 ; " & _
            "Data Source= <путь к базе>" 

    Set cn = New ADODB.Connection
    With cn
        .ConnectionString = strConn
        .Open
    End With
    
    Set rs = New ADODB.Recordset
    rs.Open  "<твой SELECT>" , cn, adOpenKeyset, adLockOptimistic
    With grdOur 
          Set .DataSource = rs
          ... ' тут привязываеш столбцы к рекордсету
    End With 

    'при закрытии повыгружай все
    rs.Close
    Set rs = Nothing
    cn.Close
    Set cn = Nothing