You connect to an ODBC database using an ODBC data source. The ODBC Configuration dialog allows you to save a set of SQL Anywhere connection parameters as an ODBC data source. Once you have a data source, your connection string can simply name the data source to use.
DSN=my data source
For SQL Anywhere, the use of ODBC data sources goes beyond Windows applications using the ODBC interface:
SQL Anywhere client applications on Unix can use ODBC data sources, as well as those on Windows operating systems.
SQL Anywhere client applications using the OLE DB, ADO.NET, or embedded SQL interfaces can use ODBC data sources, as well as ODBC applications.
Interactive SQL and Sybase Central can use ODBC data sources.