Run this code snippet:
proc setinit;run;
The log will show licensed products. If you do not see
---SAS/ACCESS Interface to ODBC
Then your site isn't licensed to access ODBC with SAS and will need to be added to your license.
If it is in the log then run
proc product_status;run;
If you do not see something like this in the log
For SAS/ACCESS Interface to ODBC ...
then the ODBC was not installed and you need to reinstall.