If your program's database interaction is not as efficient as it needs to be, the first place to look is usually the SQL you're executing. But libpqxx has a few specialized features to help you squeeze more performance out of how you issue commands and retrieve data:

Streams. Use these as a faster way to transfer data between your code and the database.
Prepared statements. These can be executed many times without the server parsing and planning them each and every time. They also save you having to escape string parameters.
pqxx::pipeline lets you send queries to the database in batch, and continue other processing while they are executing.

As always of course, don't risk the quality of your code for optimizations that you don't need!