DSS currently does not support connecting via ODBC right now, only JDBC. Notably, it's important to note that ODBC is primarily used as a connector in a Windows environment, while DSS is Linux-only so it doesn't make much sense to use ODBC through DSS. With that being said, if ODBC is a requirement, there are 3rd party packages and modules out there, such as pyodbc, which would allow you to create your own ODBC connection through Python directly.
Could you clarify if there's a certain type of database that you're trying to connect to using ODBC where JDBC is not an option (or a JDBC driver isn't available)?
You do not say what database you actually need to connect with. ODBC is a MS Windows way to connect to a variety of databases. Dataiku running on Linux and Macintosh OS X is using JDBC drivers to connect to databases.
You may find this documentation about connecting to databases to be helpful.