To create ODBC DSN at first Login into Plesk Panel then select Websites & Domains after that click on Show Advanced Operations.
Now click on ODBC Data Sources.
After that click on Add New ODBC DSN.
Give "Connection Name" , "Connection Description" ,select Driver and press OK.
Select the proper "Login ID", "Password","Default Database for the ODBC data source.
Click "Test Connection" to test the connectivity with the database.Click "Next" and then "Finish" to complete the DSN creation.