Why are you starting a new project with VB6? It was discontinued over 15 years ago! You should really consider using VB.NET instead ...
If you must use VB6 - and I strongly suggest you don't - then it's time for some reading! Start here:
Visual Basic 6 (VB6) - Database Access Management with ADO: Part I[
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Be aware that the vast majority of the YouTube "VB tutorial" stuff you will find is both junk and VB.NET related, and will not apply at all to VB6.