So first, you need to load the database library. Our postgresql example shows the line to locate the library:
db.SetFileOption SQLConnectionMBS.kOptionLibraryPostgreSQL, getfolderitem("libpq.dylib")
This is for Mac OS X as you see on the dylib. Change that to ".dll" on Windows. And maybe also change path to your favorite location?
To get the libraries, please go to postgre sql website and download the 32 bit version for Windows. Even if your server is 64 bit, you need the 32 bit dll. From the download, simply copy this dlls: libpq.dll, ssleay32.dll, libeay32.dll, libintl-8.dll and libiconv-2.dll. Put them all in the application directory, so the application can find them.
Tip: Don't download the installer. Simply download the binaries zip archive, you can delete the other files.
Next you want to get a connection string. It looks like you pass "host:port@database".