Data Access in Visual C++
Since 2011 Microsoft has aligned on ODBC as the standard for native applications to connecting to SQL Server databases. For more information, see the FAQ. For modern native C++ applications running on Windows, the preferred way to connect to SQL databases, including SQL Database instances hosted in Azure, is to use the ODBC Driver 11 for SQL Server on Windows.
For low-overhead local database instances, you can use SQL Server 2014 Express LocalDB which does not require an instance of SQL to be running. C++/CLI libraries can use either the native ODBC drivers or ADO.NET as well as Azure data services for .NET. For more information, see Data Access Using ADO.NET (C++/CLI) and Accessing Data in Visual Studio.