The ODBC drivers provided by Microsoft with Microsoft Query are all installed when you install Query. See a list of ODBC drivers installed with Query.
If the external database you want to access is not supported by these ODBC drivers, you need to obtain and install a Microsoft Office-compatible ODBC driver from a third-party vendor, such as the manufacturer of the database. Contact the database vendor for installation instructions.
Note OLAP databases do not require ODBC drivers. When you install Query, drivers and support are installed to access databases that were created by using Microsoft SQL Server OLAP Services. To connect to other OLAP databases, you need to install a data source driver and client software. Learn about third-party OLAP providers.