This paragraph assumes you have ODBC already running and installed on your box.)
When you start to compile Asterisk, the Makefile inside res/ should detect if you have ODBC properly installed and if so compile the res_config_odbc.so module for you.
Go into /etc/asterisk/res_odbc.conf and configure your ODBC connections. Some sample configs are supplied in asterisk/configs/res_odbc.conf.sample NOTE: res_config_odbc.conf is deprecated and will not be loaded.
Source: http://www.voip-info.org/wiki-Asterisk+RealTime