ActiveX Data Objects, or ADO as it is known, is classed as an application-level interface by Microsoft. In short, it is a system designed for database application programmers. It is mostly used on Windows-based systems for data navigation and manipulation of datasets.
Microsoft Data Access Components (MDAC) is an umbrella for Microsoft database technologies, which include ADO. Most Windows-based systems will have MDAC installed. For example, if you have Internet Explorer, you'll definitely have MDAC installed. So, when you deploy your database applications, you do not for the most part have to worry about your users having this technology on their systems, as over ninety percent of all computer owners own a Microsoft-operated system. Having said that, it is still important to err on the side of caution and include code that will check whether MDAC is installed. It is also worthwhile to check for the latest MDAC release on the Microsoft website now and then.
Delphi ships with a whole host of other database technologies, such as BDE and Interbase. The choice of database you use will largely depend on what you are using it for. For example if you are running a very popular website, then you cannot use a Microsoft Access database to store your information in, because it is not designed to store large amounts of information. A database server such as MSSQL or MySQL would be more suitable. Similarly, if you create a small application that handles address book information, it would be overkill to use a database server such as MySQL or MSSQL; a smaller database such as MS Access would be suitable.