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I'm trying to understand when I would want to use the different connections modes in MyDAC.

Embedded seems straightforward - the database files and libmysqld.dll are included in the project directory structure. I wouldn't need MySQL running on my machine, or wouldn't need to access it over a network.

I'm a bit confused about the "native" connections, though. From a practical standpoint, when would I want TMyConnectionsOptions.direct to be true or false? Right now, I have MySQL running on my machine under the WAMP package. Ultimately, I'll have an online database via some hosting provider. Other users of my project may or may not have MySQL installed on their computers.

Could someone give me some practical examples (I'm not a db admin)?

I'll have an online database via some hosting provider. Other users of my project may or may not have MySQL installed on their computers.

There's no way to connect a database on hosting, unless port 3306 or port 22 via ssh will be open for public. Hosters will not do that, because it's a leak in their firewall

MyDAC provides direct access to MySQL database servers if you set the Direct property to True. One of the base benefits of using the Direct mode is working without using MySQL client library (libmysql.dll), at that perfomance and stability is increased.