The primary documentation for the IBM OLE DB Providers has been the venerable Redbook, "A Fast Path to AS/400 Client/Server Using AS/400 OLE DB Support" (SG24-5183), available as a no-charge PDF download at http://www.redbooks.ibm.com. Although it was a good reference at the time, it was released in mid-1998, when an AS/400 was still an AS/400.
Although most programmers working with .NET applications for the IBM i will naturally gravitate to the IBM .NET Provider, there are still many places where the OLE DB providers are a better fit, or perhaps the only viable option. That being the case, you should know that IBM has, over the years, released some additional technical documentation about their OLE DB providers that is indispensible.
You can access the documents described below through the Technical Database link, starting at the IBM i homepage. I don't really know what the current home page URL is; I just type in www.iseries.ibm.com, and somehow it gets me there. On the home page, locate the Technical Databases link (it is listed under Popular Links, near the middle of the page). On the next page, click the Software Knowledge Base link, or if you are authorized, the Registered Software Knowledge Base. Once into either knowledge base, you can use the Search feature to navigate to the documents shown below using the document ID.
Document 23062121 -- iSeries Access for Windows Custom Connection Properties for OLE DB
Without a doubt, this is perhaps the most important document to obtain. It contains a detailed, nicely organized list of the OLE DB provider properties, the data that you specify when constructing a connection string. Without a list like this, you're reduced to using either the very few well-known properties, or guessing. An important feature of this document is that it lets you know at what release of System i Access for Windows a property was introduced, so if you're stuck on an older release, you can develop feelings of envy for those who are more current (or maybe you can make the case to your company as to why they should get current, also).
Document 442197276 -- Configuring an OLE DB Provider on an SQL Server
This is a pretty good document, and somewhat unusual by IBM standards, as it includes many screen-shots of the dreaded SQL Server. There's actually very little verbiage in the document, mostly several paragraphs at the end where any configuration troubles you might have are waved off as being Microsoft's problem. Which kind of puts you in the middle of nowhere, as Microsoft will claim that the problems are IBM's. In any case, this is a good starting point and you might end up with a working linked server by following these examples. And chanting and burning incense too, but I forget which order you need to do that in.
Document 404456535 -- Sort Order and SQL Server Linked Servers
This document is only accessible through the Registered Software Knowledge Base. I'm not entirely sure what the distinction is within IBM, but if you can't access this document, it may be because you don't need to. This document goes into a short description of the Force Translate, Sort Sequence and Sort Table provider options, with a mention of CCSID 65535 thrown in for good measure. Curiously, the document ends with some advice about why using the SQL Server OPENQUERY style of running a query performs better than a direct SELECT statement to a linked server. A worthwhile document, if you can access it and understand what they're talking about.
Document 457017342 -- SQL Server Restrictions That Affect the Use of IBMDASQL
This is the shortest of the documents, just three sentences and three short bullet points of uber-dense technical discussion about various interfaces defined in the OLE DB specification that, apparently, were not included in the implementation of the IBMDASQL OLE DB Provider. The work-around seems to be to use the IBMDA400 provider. A better work-around seems to be to get the V6R1 version of System i Access for Windows, as some of the problems that I experience with IBMDASQL using the V5R3 version do not manifest themselves when I use the V6R1 version.