Database Set-up?

I know this is a silly question.

The only way I have set-up connections to the database is through 'ODBC', but now I need vto set-up a database in such a way that the datasource is already set-up when the user sets up the program. I am using 'DataEnviroment' and 'ActiveX ADO' going to the same database.

Bit confused do you want to create the db when your program loads? Or something similar?