use Win32 qw( in );

my $ConnStr = "Provider=SQLOLEDB.1;Integrated Security=SSPI;Persist Security Info=False;Data Source=server;Initial Catalog=database;";
my $AdoConn = new Win32::OLE("ADODB.Connection");

$AdoConn->Open($ConnStr);

my $AdoRs = new Win32::OLE("ADODB.Recordset");

my $sql = "select * from table";
$AdoRs->Open($sql, $AdoConn);

ROW: while (!$AdoRs->{EOF}) {
    my @col;
    for my $field ( in $AdoRs->Fields ) {
      push @col, $field->{Value};
    }
    # ...

} continue {
    $AdoRs->MoveNext();
}

$AdoRs->Close();