// Initialize COM CoInitialize(nullptr);
Provider=MSOLEDBSQL19;Server=myServer.database.windows.net;Authentication=ActiveDirectoryInteractive;UID=user@domain;Database=myDB;
// Initialize connection pIDBInitialize->Initialize();
// Create session and open rowset pIDBInitialize->QueryInterface(IID_IDBCreateSession, (void**)&pIDBCreateSession); pIDBCreateSession->CreateSession(nullptr, IID_IOpenRowset, (IUnknown**)&pIOpenRowset);