First, read the examples at the bottom of DBD::ODBC pod file (visible when you do perldoc DBD::ODBC.

You will find the file contains links to a number of documents about DBD::ODBC. (I won't repeat the links - it's better if you read the doc).

It also contains this example:

my $DSN = 'driver=Microsoft Access Driver (*.mdb);dbq=\\\\cheese\\g$\\
+perltest.mdb'; 
my $dbh = DBI->connect("dbi:ODBC:$DSN", '','') or die "$DBI::errstr\n"
+;
[download]

As well as caveats about what you should check if the connection is failing.