ADO, DAO, ODBC, and one other I forget it's name, are all part of MDAC, which is the Microsoft Data Access Components. ODBC and the 4th one are obsolete (but still work). DAO is sort of on the way out. ADO is where MS is focussing their efforts on.
COM and DCOM are Microsoft's software component technologies. COM is for components running on the local machine, and DCOM (Distributed COM) allows you to run components across a network. DCOM has a lot of life left in it, but I suspect that it will eventually be replaced by WebServices under the .NET platform.
The two aren't related, other than COM/DCOM components can make use of MDAC components.
Hope this helps.
Chip H.