You can also connect to Teiid VDB using ODBC with out explicitly creating a DSN. However, in these scenarios your application needs, what is called as "DSN less connection string". The below is a sample connection string

For Windows:

ODBC;DRIVER={PostgreSQL Unicode};DATABASE=<vdb-name>;SERVER=<host-name>;PORT=<port>;Uid=<username>;Pwd=<password>            

For *nix:

ODBC;DRIVER={PostgreSQL};DATABASE=<vdb-name>;SERVER=<host-name>;PORT=<port>;Uid=<username>;Pwd=<password>            

All the available pg driver connection options with their descriptions that can be used are defined here http://psqlodbc.projects.pgfoundry.org/docs/config.html. When using these properties on the connection string, their property names are defined here http://psqlodbc.projects.pgfoundry.org/docs/config-opt.html