If you are using Visual C++, there are a lot of libraries available.
Oracle is probably the most popular.
If you're using Visual Studio, you would add a reference to System.Data.OracleClient.
...then (in your code) add
If you want to support any sql-compliant database then use ODBC, which is the oldest and most common way to access them. There are a few free c++ odbc wrapper classes, just use google and you will easily find them. Also you might want to read an odbc tutorial, which again can easily be found with google.