Uday,
Thank you for finally telling us this is for a client on Windows.
The ODBC/MX Client Drivers manual should answer all your questions:
https://support.hpe.com/hpesc/public/docDisplay?docLocale=en_US&docId=a00090058en_us
Page 20 of the PDF tells you where on your NonStop you can find the client drivers, and details the installation procedures.
Verification of the install is desceribed at the bottom of page 23.
At the bottom of page 26, configuration of data sources is described for Windows.
On page 33, the Data Source configuration is described. There is no automated discovery for SQL/MX ODBC sources.
Your system managers will have to give you Network, Data Access, and credentials information.
I hope that the information in the Manual is helpful to you.
Bill