ADO.Net also contains some database specific classes. This means that different database system providers may provides classes or drivers optimized for their particular database system. Microsoft has also provided the general classes which can connect your application to any OLE supported database server. The name of these classes starts with OleDb and these are contained in the System.Data.OleDb namespace. In fact we can you use OleDb classes to connect to SQL server or Oracle database, using the database specific classes generally provides optimized performance.

SqlConnection, OleDbConnectionRepresents a connection to the database system.
SqlCommand, OleDbCommandRepresents SQL query
SqlDataAdapter, OleDbDataAdapterA class that connects to the database system fetches the records and fills the dataset.

SqlDataReader, OleDbDataReaderA stream that reads data from the database in a connected design.

SqlParameter, OleDbParameterRepresents a parameter to a stored procedure.