For Connecting via ADO to Oracle, you will need to have either the Oracle 9i Client Software installed in the client machines or create an ODBC data source. I usually prefer having the Oracle client installed, as it avoids having to create ODBCs.
To connect via ADO, you will need to specify the Connection parameters including server name, User Name and Password. The Code is like
Dim ConnString as string
ConnString = "Provider=MSDAORA.1 ; Password=myPassword; User ID=myUser ; Data Source = ORCL; Persist Security Info=True"
'// Where ORCL is the Oracle Service you are trying to connect
Dim objConn as new ADODB.Connection
objConn.open ConnString
This will create a connection to the specified Oracle service, using the user name and password to login.
If you are planning to use ADO, please look up a book or MSDN for explanation of the parameters and how to use them.