e 
Creating a DataSource
The basic process is to link into ODBC and create a "datasource" that points to a database (eg *.mdb) so that any program can link into this. This method standardizes database connections and complicates your life.
Step 1:
Drop in a reference to the DLL SQLConfigDataSource Function

function SQLConfigDataSource(hwndParent: THandle; fRequest: Integer; lpszDriver, lpszArgs, lpszMsg: PChar; cbMsgMax: Word; var pcbMsgOut: Word): Boolean; stdcall;

and/or

function SQLConfigDataSource(hwndParent: THandle; fRequest: Integer; lpszDriver, lpszArgs, lpszMsg: PChar; cbMsgMax: Word; var pcbMsgOut: Word): Boolean; external 'ODBCCP32.DLL';

Step 2:
Create the Function to make a DataSource

Function CreateDataSource(AName, FileName, Description: String): Boolean;
var

    Cs: PChar;
    Args: PChar;
    MsgOut: PChar;
    OutLen: Word;
begin
    GetMem(Cs, 255);
    StrCopy(Cs, 'Microsoft Access Driver (*.mdb)');
    GetMem(Args, 255);
    StrPCopy(Args, 'CREATE_V2DB=None; DSN=' + AName + '; Description=' + Description + '; DBQ=' + FileName);
    GetMem(MsgOut, 255);
    OutLen := 0;
    If SQLConfigDataSource(Application.Handle, 1, Cs, Args, MsgOut, 255, OutLen) then
    Result := True
    else
    Result := False;
    FreeMem(Cs, 255);
    FreeMem(Args, 255);
    FreeMem(MsgOut, 255);
end;
Notes:
This function will create a Dialog box that will harass the user to press OK to the changes. This is normal since the ODBC people anticipated that many users would want to redirect database connections.