The documentation, on both a process 'How to' level, and on a reference level (screen by screen), is in the Relativity Designer help file, RELDBDSN.CHM.
SQL syntax supported is in another help file: RELDBM32.CHM.
"Function sequence error" is an indication that you are not going through all the steps in ODBCTest to connect to an ODBC data source, prepare and execute your SQL statement. This requires an understanding of the ODBC API. Basic steps are: Full Connect, type the statement, Highlight it, SQLExecDirect, fetch results.