Javier,
Tienes que usar ADO. Aqui tienes uns primeros ejemplos:
// Ejemplo para insertar
oRs := createobject( "ADODB.Connection" )
oRs:Open("Provider=sqloledb;Data Source="+alltrim(instancia)+";Initial Catalog="+alltrim(bbdd)+";User Id=user;Password=***;")
cSQL:="INSERT INTO Tables (Saloonid,code,capacity,lastsale) VALUES ("+alltrim(str(nSaloon))+", '"+alltrim(acMesas[i,j])+"',4,0)"
oRs:Execute(cSQL)
oRs:Close()
// Ejemplo para lecturas
oRs := createobject( "ADODB.Recordset" )
cSQL:="SELECT COUNT(*) as num FROM tables WHERE code='"+alltrim(cCode)+"'"
oRs:Open( cSQL, "Provider=sqloledb;Data Source="+alltrim(instancia)+";Initial Catalog="+alltrim(bbdd)+";User Id=user;Password=***;", adOpenForwardOnly, adLockReadOnly )
nNum:=oRs:Fields("num"):Value
oRs:Close()