Tried to update the code a little and got it compiling with few warnings and bunch of linker errors perhaps forgot to add something somewhere, but it's a start.

Code:

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#define WIN32_LEAN_AND_MEAN // Exclude rarely-used stuff from Windows headers
#include <windows.h>
#include <stdlib.h>
#include <malloc.h>
#include <memory.h>
#include <tchar.h>
#include <math.h.>// engine specific header file
#define DLL_USE // always define before including adll.h
#include "stdafx.h"
#include "adll.h" //A6 dll include

#include "mysql++.h" // MySQL++ header

using namespace std;
using namespace mysqlpp;

Result res;
Connection con(use_exceptions);

BOOL APIENTRY DllMain( HMODULE hModule,
DWORD ul_reason_for_call,
LPVOID lpReserved
)
{
engine_bind();
return TRUE;
}

//Open database connection
DLLFUNC var mySQL_Connectdb(STRING *db,STRING *host,STRING *user,STRING *password)
{
	try { // its in one big try block 
		//con.connect("test","localhost","user1","password");
		con.connect(db->chars,host->chars,user->chars,password->chars);
		if ( !con.connected() ) {
			return _VAR(0);
		}
	}
	catch (BadQuery er) { // handle any connection or
                          // query errors that may come up
		return _VAR(0);
	}
  // The full format for the Connection constructor is
  // Connection(cchar *db, cchar *host="",
  //            cchar *user="", cchar *passwd="")
  // You may need to specify some of them if the database is not on
  // the local machine or you database username is not the same as your
  // login name, etc..
 
//INSERT INTO testtable (name,strengh,stamina,coord) VALUES ("plouf",20,20,20)

  return _VAR(1);
}

DLLFUNC var mySQL_ExecQuery(STRING *str)
{
	if ( !con.connected() ) {
		return _VAR(0);
	}

	Query query = con.query();// This creates a query object that is bound to con.

	query << str->chars;// You can write to the query object like you would any other ostrem
 
	try{
		res = query.store(); 
	}
	catch(BadQuery er){
		return _VAR(0);
	}
  return _VAR(1);
}

//Reterne result item x of line y from resultset 
//Uses Dramatic Result Set
//result[2][5] or result[2]["price"]
DLLFUNC var mySQL_GetVal(var x, var y)
{
	
	double result;
	
	try{
		//result=(double)(res[_INT(y)])[_INT(x)];
		result=(double)(res.at(_INT(y))).at(_INT(x));
	}
	catch (BadQuery& er) {
	return _VAR(0);
	}
	catch (BadConversion& er) {
	return _VAR(-1);
	}
  return _VAR(result);
}

//Reterne result item x of line y from resultset 
//Uses Dramatic Result Set
//Return value: -2 str too small
//				 0 Bad Query
//				-1 Not Text Field
DLLFUNC var mySQL_GetStr(STRING *str, var x, var y)
{
	try{
		//string my_str((res[_INT(y)])[_INT(x)]);
		string my_str((res.at(_INT(y))).at(_INT(x)));
		my_str+='\0';
		if(str->length >= my_str.length())
			strcpy(str->chars,my_str.c_str());
		else return _VAR(-2);
	}
	catch (BadQuery& er) {
	return _VAR(0);
	}
	catch (BadConversion& er) {
	return _VAR(-1);
	}
  return _VAR(1);
}

DLLFUNC void mySQL_Closedb()
{
	con.close();
}


DLLFUNC var mySQL_IsConnected()
{
 return _VAR(con.connected());
}

DLLFUNC var mySQL_RowNumber()
{
 return _VAR((double)res.rows());
}

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