To follow up on the answer below…
Example for Ubuntu:
sudo apt-get install unixodbc unixodbc-dev
Example for CentOS:
sudo yum install unixODBC-devel
Example for Fedora:
sudo dnf install unixODBC-devel
On Windows:
conn = pyodbc.connect('DRIVER={SQL Server};SERVER=yourserver.yourcompany.com;DATABASE=yourdb;UID=user;PWD=password')
On Linux:
conn = pyodbc.connect('DRIVER={FreeTDS};SERVER=yourserver.yourcompany.com;PORT=1433;DATABASE=yourdb;UID=user;PWD=password;TDS_VERSION=7.2')