Parts of ODBC are a standard component of Mac OS X. In current versions of Mac OS X you also need to install additional iODBC components, from http://www.iodbc.org/, see https://sicstus.sics.se/ for details.
You also need to install the DBMS specific ODBC drivers. Please refer to the ODBC documentation for Mac OS X, and the ODBC documentation of your DBMS vendor.