ADO connection with C++

I am working with ADO connection with C++ where I connect to DataBase fetch records and close connection. , My porblem is we have to connect, fetch records and close connection every time for single user and we have more than one million users. Is there any way that we can keep connection alive or have some pooling mechanism running background so we done have to connect always ? I searched for connection pooling with C++ , but could not find anything

Thanks in advance