To create a connection, create an environment handle and a connection handle using SQLAllocHandle. You can then use SQLDriverConnect to provide a DSN or an ODBC connection string.

Connect to a DSN

  SQLAllocHandle(SQL_HANDLE_ENV, SQL_NULL_HANDLE, &henv); 
  SQLSetEnvAttr(henv, SQL_ATTR_ODBC_VERSION, (void*)SQL_OV_ODBC3, 0); 
  SQLAllocHandle(SQL_HANDLE_DBC, henv, &hdbc); 
  SQLDriverConnect(hdbc, 0, (SQLCHAR*)"Dsn=CData AzureTables Source;", SQL_NTS, 0, 0, 0, 0);

Provide a Driver Connection String

  SQLAllocHandle(SQL_HANDLE_ENV, SQL_NULL_HANDLE, &henv); 
  SQLSetEnvAttr(henv, SQL_ATTR_ODBC_VERSION, (void*)SQL_OV_ODBC3, 0); 
  SQLAllocHandle(SQL_HANDLE_DBC, henv, &hdbc); 
  SQLDriverConnect(hdbc, 0, (SQLCHAR*)"DRIVER={CData ODBC Driver for Azure Table Storage};AccessKey=myAccessKey;Account=myAccountName;", SQL_NTS, 0, 0, 0, 0);