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.
std::string_view and pqxx::zview. In places where traditional C++ worked with std::string, see whether std::string_view or pqxx::zview will do. Of course that means that you'll have to look at the data's lifetime more carefully, but it'll save the computer a lot of copying.
Prepared statements. These can be executed many times without the server parsing and planning them anew each time. They also save you having to escape string parameters.
pqxx::pipeline lets you send queries to the database in batches, and continue other processing while they are executing.
pqxx::connecting lets you start setting up a database connection, but without blocking the thread.

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