Well, it depends upon the database.
- LoadRunner supports connectivity with many native for SQL Server (Sybase and Microsoft variants), DB2, ORACLE and others.
- IT supports ODBC.
- Because of the JAva Virtual User type there is support for JDBC.
- Because of the VB virtual user type there is support for OleDB type connectivity.
- If you are looking at queues implemented in the database then you also have access to JMS via the web services virtual user or the Java Virtual User type.
- Within Visual Studio you have the capability of building a DLL style virtual user for C/C++ or VB which leverages your application source code
- Within Visual Studio and C# you can leverage the database connection options here for OleDB
For some types the interface can be recorded, for others it is hand coded or leveraging your source code. It might help to better understand the nature of the client you are trying to reproduce, what programmatic interfaces are leveraged by the client and what is the next upstream component in terms of vendor and version.