If the machine you are trying to connect to has a fixed IP, and you are prepared to share the dirve then it may be possible to connect via the internet, see
Accessing Data with ADO
the connection here is a physical drive, this would require a VPN and a drive mapping, it should be possible to pass the IP of the machine on which the database is. the issue here is: does the IP have to be in the same domain as the machine
You could get lucky and find some code on the web you can adapt or you could spend a week an discover it is not possible.