Hi Linden,
I am glad that you found the video to be useful to you.
The default project type for native projects is x86 which is 32-bit. This means that the ODBC DSN that you need to use must also be 32-bit. You can create this using the ODBC Datasource Administrator (32-bit) which can be found under the start menu Micro Focus Visual COBOL->Data Tools-->Data Connections group.
The version of the ODBC driver that you use depends on the type of data you wish to access in your program, If you are storing data as Unicode characters, (2 byte characters) then you would need to use the Unicode version of the driver and access these fields using PIC N host variables. If you are using single byte ANSI characters (PC character set) only then you can use the ANSI driver and return the data into PIC X host variables.
For OpenESQL you are required to have an ODBC driver and your DSN installed on each workstation on which the application will be running.
There are a number of other videos in the same series as the ODBC one that you watched which cover various aspects of OpenESQL such as cursors, dynamic SQL, OpenESQL Assistant etc.