Please who can explain this ado database open code line to me?

See ConnectionString Property (ADO)[^], Connection String Syntax[^] and Open Method (ADO Connection)[^]. Use the documentation to help you construct your ConnectionString and then, if it does not work, ask a specific question.

Explanation of Connection object Open Method parameters in your example
Syntax:
ConnectionString
Optional. A String value that contains connection information. See the ConnectionString property for details on valid settings.

UserID
Optional. A String value that contains a user name to use when establishing the connection.

Password
Optional. A String value that contains a password to use when establishing the connection.

Options
Optional. A ConnectOptionEnum value that determines whether this method should return after (synchronously) or before (asynchronously) the connection is established.

Details of each parameter
First Parameter (ConnectionString)
* Provider - The interface between your program and the database engine. There are several options. SQLOLEDB is the ADO.NET provider for Microsoft SQL Server.
* Data Source - The database server name or IP Address
* Initial Catalog - The name of the database on the database server
* User Id - A username configured into the database server
* Password - A password configured into the database server

Second Parameter (User Id)
First empty string - User Id passed as parameter instead of in ConnectionString

Third Parameter (Password)
Second empty string - Password passed as parameter instead of in ConnectionString

Fourth Parameter (Options)
ADODB::adConnectUnspecified - Specifies that the connection should be a synchronous connection. See ConnectOptionEnum[^]

Note
If you use Integrated Security, you do not need to use User Id and Password in the ConnectionString or in the Open statement.