I just wanted to document my experience so far:
1) I installed Visual Studio 2019 community edition, I used minimal install - with Python and Node.js development, no further features;
3) I opened this code as new solution and immediatly build in Visual Studio. This created SqlODBC.mez
4) In Power BI Desktop 'Options and Settings - Options - Global - Security - Data Extensions' I selected '(Not Recommended) Allow any extension to load without validation or warning'
5) In 'My Documents' I have created directory '\Power BI Desktop\Custom Connectors' and I have copied SqlODBC.mez there.
6) I could see my know connect after restart of Power BI Desktop and there was dialog for entering the 'server' and possibility to select 'DirectQuery' 'Data Connectivity mode'. I provided the usual Firebird connection string, but then the error message appeared:
Unable to connect
We encountered an error while trying to connect.
Details: "The 'Driver' property with value '{....}' doesn't correspond to an installed ODBC driver"
So, now I am digging futher, how to handle it.
Here is Microsoft documentatio which suggest the create of connect/extension of existing ODBC driver:
If there are some suggestions or experience how to advance all this, it would be nice to hear.