First you correctly installed MySQL database driver (mysql-connector-odbc-5.1.6-win32.msi) or 64-bit
Local connection:
1. Create a new empty text file on the desktop mysql.txt, rename it to Mysql.udl;
2. Double-click the Mysql.udl file to open the Database Connection Properties dialog box, select Micrsoft Ole DB Provider for ODBC Drivers on the Providers page, and click Next.
3. On the "Connections" page, "Specify Data Source" Select "Use connection string";
4. Click "Compile", pop "select Data Source", click " New " in the "File Data Source" page, select the MySQL driver "MySQL ODBC 5.1 Driver" When creating a new data source.
5. Click "Next", click "Browse", in the "Save as" dialog box file name to write "MySQL", click "Next", click "Done";
6. On demand (for example) in the MySQL connnettor/odbc Data Source Configuration dialog box;
7. Click "Test" to see if the connection is successful, the connection will have a "connenction successful" prompt box, need more detailed settings click "Details", click "OK", set to complete;
8. Return to the "Database Connection Properties" dialog box, click "Test Connection", if successful, re-open mysql.udl, you can see the connection string we want.
Here is my native test of the ADO connection string
Connect to a database via ADO