Dim gcn As New ADODB.Connection
Dim query As String

gcn.ConnectionString="Provider=SQLOLEDB.1;Persist Security Info=False;User ID=sa;Initial Catalog=sonia"
gcn.Open
Msgbox "An active connection has been established."

query="insert into stuinfo(roll,name,marks) values('" & txtroll.text & "','" & txtname.text & "'," & val(txtmarks.text) & ")"
gcn.Execute (query)
MsgBox "Record Inserted"
gcn.Close

''your insert statement should look like this :-
INSERT INTO STUINFO(ROLL,NAME,MARKS) VALUES('1','SONIA',100)

query = "insert into stuinfo(roll,name,marks)" & _
           "values('" & txtroll.Text & "','" & _
            txtname.Text & "'," & Val(txtmarks.Text) & ")"

gcn.execute "insert..."

general declaration section. global variable
Dim gCn As New ADODB.Connection

'will insert a record into your table
Private Sub cmdinsert_Click()
If Trim(txtroll.Text) = "" Then
    MsgBox "Please input rollno."
    txtroll.SetFocus
    Exit Sub
End If

If Trim(txtname.Text) = "" Then
    MsgBox "Please input name."
    txtname.SetFocus
    Exit Sub
End If

If Trim(txtmarks.Text) = "" Then
    MsgBox "Please input marks."
    txtmarks.SetFocus
    Exit Sub
End If

Dim confirm As Integer

confirm = MsgBox("Sure to add this record?", vbYesNo)
If confirm = vbNo Then
    txtroll.SetFocus
Else
    gCn.Execute "insert into stuinfo(roll,name,marks) values(" & _
        Val(Trim(txtroll.Text)) & ",'" & Trim(txtname.Text) & "'," & _
        Val(Trim(txtmarks.Text)) & ")"
    If gCn.Errors.Count = 0 Then
        Call DisplayAllStudents '--->''calling the sub-routine so that   you can ensure the new record has been added.
        
        MsgBox "New student added."
        txtroll.Text = ""
        txtname.Text = ""
        txtmarks.Text = ""
        txtroll.SetFocus
    End If
End If
End Sub

just creating connection with the database and nothing else.
avoid putting any DML statements here
Private Sub Form_Load()
gCn.ConnectionString = "Provider=SQLOLEDB.1;Persist Security Info=False;" & _
                       "User ID=sa;Initial Catalog=sonia"
gCn.Open

Call DisplayAllStudents
End Sub

take a listview control. for this select Microsoft Common Controls 6.0 (SP3) from components list. you can access it via Project->Components
it will fetch all existing student records from your table
Public Sub DisplayAllStudents()
Dim str As String
Dim rs As New ADODB.Recordset
Dim li As ListItem

str = "select * from stuinfo order by roll"
rs.CursorLocation = adUseClient
rs.CursorType = adOpenDynamic
rs.LockType = adLockOptimistic
rs.Open str, gCn

lvstudents.ListItems.Clear

If rs.RecordCount > 0 Then
    rs.MoveFirst
    While Not rs.EOF()
        With lvstudents
            Set li = .ListItems.Add(, , (rs!roll))
            li.SubItems(1) = rs!Name
            li.SubItems(2) = rs!marks
        End With
        rs.MoveNext
    Wend
End If

If rs.State = adStateOpen Then rs.Close
Set rs = Nothing
End Sub