As previously stated, ADOR is a cut down version of ADODB, containing only recordset objects.
This is primarily used in n-tier development, where you would have a middle tier dedicated to accessing the data from a database and passing that data as a recordset to the UI tier. By using ADOR in the UI tier, you need a smaller memory footprint on the client side, whilst using the memory of the server to hold the rest of the connection objects.

Hope this is clearer.