You would create your own dp.php
file in the wp-content
directory; if you define $wpdb
in there, it will replace WordPress’s default $wpdb
object.
It’s not listed on the Pluggable Functions list (not a big surprise, as $wpdb
is a class, not a function), but it seems similar in concept.
Also, if you haven’t read it yet, I’d recommend you peruse the WPDB Class documentation.