I have read article from some useful links.
http://daxguy.blogspot.com/2006/11/updating-external-database-using-x.html
http://www.artofcreation.be/2010/06/21/executing-direct-sql-statements/
http://alexvoy.blogspot.com/2008/11/connection-from-ax-to-external-database.html
http://atomicax.com/content/selecting-and-updating-records-external-database
http://daxguy.blogspot.com/2006/11/updating-external-database-using-x.html
http://www.artofcreation.be/2010/06/21/executing-direct-sql-statements/
http://alexvoy.blogspot.com/2008/11/connection-from-ax-to-external-database.html
http://atomicax.com/content/selecting-and-updating-records-external-database