Yes. Here's the fastest way, but there are better ways...
Set mConn = CreateObject("ADODB.Connection")
mConn.Open "Provider=SQLOLEDB.1;Data Source=[your server name];Initial Catalog=[your database name]", [your username], [your password]
Set mRecordset=mConn.Execute("SELECT * FROM [your table]")
Do While Not(mRecordset.EOF)
[code to process or display recordset data]
Consult the MSDN documentation fr ADO Connection and Recordset objects for more info. Also look up the Command object, which is used with stored procedures and allows you to deal with parameters more effectively.