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for example, Delphi has components TADOQuery, TADOStoredProcedure, TADOtable.
Do they represent Embedded SQL??
What is the difference between Embedded SQL and just using SQL in programming languages??
No,
TADO*aren’t embedded SQL.Embedded SQL is a (mostly archaic) technique where you write specially delimited SQL in your code and use a pre-processing application to convert that to direct DB API calls.
You can read about it in Chapter 14 of the InterBase Embedded SQL guide [PDF], if you care to.