It doesn't appear that you can use ODBC on a mainframe or Unix server.
http://www.sas.com/offices/europe/uk/support/sas-hints-tips/ht1.html
You might want to contact your SAS representative to verify that this hasn't changed (or isn't wrong in general). If it were possible to use ODBC on a mainframe, you'd need to license it, so your SAS sales representative should be able to tell you if that's possible or not.