The standard way to work with the TMyConnection class in EntityDAC is through EntityDAC.DataProvider.MyDAC. However, this built-in provider does not support advanced TMyConnection features.
If you require such functionality, consider creating a custom data provider. You can use sample implementations as a base for building a custom provider that exposes the required TMyConnection capabilities. These examples are located in the following directory:
[EntityDAC installation folder]\Demos\DataProviders\