Generally a good way to see if a python lib is installed is to go the the python prompt and attempt to import it
>>import pyodbc
Obviously, you could use find, locate, etc, but this will tell you if it is installed and working properly.
You asked about pyodbc, and generally you shouldn't give answers based on opinions on SO, but I have worked a fair bit with psycopg2 for Postgres and found it easier to use and more reliable than pyodbc. I haven't used Python with MySQL, but there are good reports for MySQLdb
I mention this because you say you are at early stages, so it might be worth considering the native drivers for each DB.