If it helps, you can think of ADO as a layer of gloss over ODBC, though in fact it's built on Microsoft's OLE DB API. ADO provides access to ODBC databases and also to many new data sources not previously available via ODBC. It's object-oriented and designed to be easy to use, in theory.

use Win32::OLE;
$conn = Win32::OLE->new("ADODB.Connection");
$conn->Open("DSN=MyDSN;UID=MyUID;PWD=MyPwd");
$RS = $conn->Execute("SELECT isbn, title FROM books");
if (!$RS) {
    $Errors = $conn->Errors();
    die "Errors:\n", map { "$_->{Description}\n" } keys %$Errors;
}

while ( !$RS->EOF ) {
    my ($isbn, $title) = (
        $RS->Fields('isbn')->Value,
        $RS->Fields('title')->Value,
    );
    print "$isbn : $title\n";
    $RS->MoveNext();
}
$RS->Close();
$conn->Close();

To save you from having to learn yet another data access API, the DBI comes to your rescue with DBD::ADO. The DBD::ADO driver lets you connect to any ADO data source and fetch data from it using portable DBI Perl code. There's no need to learn a new API, and you'll have a far easier life if you need to port applications to or from ADO.

7.7. Moving Between Win32::ODBC and the DBI		8. DBI Shell and Database Proxying