On Windows x64 editions, use the ODBC administration tool located at %SystemRoot%\SysWOW64\odbcad32.exe, this will correctly locate the installed Connector/ODBC drivers and enable you to create a Connector/ODBC DSN.
I installed the Cloudera Hive ODBC Linux driver and configured a odbc.ini file (Cloudera provides installation instructions) to connect to my HiveServer2 instance.
Then I used a ODBC sql client called isql (from unixODBC).