In general, you want to thoroughly read the Win32::OLE documentation. The Roth books also have useful info for this type of Perl on Win32 work.

Here is code I've used in the past to get you started, YMMV with newer versions of ADO.

use Win32 qw( in );

my $ConnStr = "Provider=SQLOLEDB.1;Integrated Security=SSPI;Persist Se
+curity 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();
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