It is entirely possible, but you are confusing your methodology.
To perform an insert, update or delete, you execute the SQL command against the connection.
Code:
myConnection.Execute(SQL)
To perform SELECT statements, you must open a recordset object against the connection
Code:
myRecordset.Open(SQL, myConnection)
Then you can iterate through the resultset.
Hope this helps
Please note all the baove code is
pseudo code