I'll assume from your post that your are interested in GUI desktop apps 
in Windows, specifically connected to a database file or database 
server.

Generally speaking, Ruby is used in the same places other "scripting" 
languages (perl, python, etc) are used, such as back-end web development 
(Ruby on Rails, Nitro, Camping, etc), command line apps (which are more 
common in unix and OS X, but still exist in Windows [1]), and back-end 
processes (services in Windows, or daemons in unices).

Ruby can be used to write desktop GUI applications too, as previous 
posts have mentioned, however it isn't, at this point, going to be like 
writing something in VB, Java, or .net; yet.

Specifically on Windows, when writing a desktop GUI app, the most common 
ways are to: write directly to Windows using the Win32 API, use a 
framework such as .net's WinForms (VB in the old days), or use a cross 
platform framework such as Swing in Java, or QT, gtk, etc.

As is true with all languages, not only Ruby, if you want to create an 
application that just runs on Windows without installing a framework, 
you work directly with the Win32 API, which is very common in c and c++. 
I'm not familiar with it, but there is a Win32api module in Ruby.

As for the .net and java environments, there are projects currently 
being developed to get Ruby to run in those.  This would be typically 
the best approach, unless you are currently writing your own message 
loops in c.  The projects are JRuby, and Ruby.net (there are others as 
well).

You mentioned DAO (wow, that is old), which you are using probably to 
connect to an Access or SQL Server database.  In this regard, Ruby is 
great, and has many tools for accessing a database, wether just a file 
or a server.  If you're familiar with DAO, ADO, or ADO.net, you'll feel 
right at home in Ruby.  Start your study by looking into DBI.  Other 
interesting areas to research are ActiveRecord, Og, and directly 
connecting to a DB such as the mysql gem.

Happy coding,
Todd



[1] Windows users who aren't familiar with the command line often think 
that the Command Line in Windows is DOS.  Actually, the command line 
(cmd.exe) is simply a way to work with the operating system, and run 
applications without a graphical user interface.  If you run an app in 
the command line, it is still running in Windows, it just doesn't have a 
GUI.  DOS is an entirely different OS (which you can still run inside 
Windows by using Command.com, but there is rarely a need to)

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