There are different ways you can perform unit testing of DAL.
Option 1: In-memory database
Using an in-memory database and for testing run all the tests agains it. It is best if you can choose an in-memory database with which offers almost similar syntax as the actual database you are using.
Option 2: Mocking the ADO.Net
OleDbConnection has an underlying interface IDbConnection
OleDbCommand has IDbCommand and so on.
You can use DI, automatic using containers or manual or a factory implementation would also do, to inject the right dependency depending at runtime.
Option 2 could be an expensive choice, I suggest take it only if your DAL has to resolve complex hierarch / dependencies.
Follow the link
Unit Testing the Data Access Layer
Unit Testing the Data Access Layer 2
] see if this suites your need.