You can take a look at this tutorial and examples to be clear about ADO Connection and recordset.
ADO Recordset
ADO Tutorial - This has got many examples and a demo link too(on the left-hand side menu).
Yes, you can do that locally and later when needed to shift that to another server, you will have to change the connection string there if needed.
Hope that helps.
Cheers!
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- Vijay G
Strive for Perfection