Получилось вот так, возможно не правильно, но работает
Код:
procedure TForm6.Button1Click(Sender: TObject);
begin
form2.ADOConnection.Close;
form2.ADOConnection.ConnectionString:=form2.ADOConnection.ConnectionString+';User ID='+combobox3.Text;
form2.ADOConnection.ConnectionString:=form2.ADOConnection.ConnectionString+';Password='+edit1.Text;
form2.ADOConnection.ConnectionString:=form2.ADOConnection.ConnectionString+';Initial Catalog='+combobox2.Text;
form2.ADOConnection.ConnectionString:=form2.ADOConnection.ConnectionString+';Data Source='+combobox1.Text;