This article is part of a series that includes SQLite, Postgresql, Firebird, Oracle RDBMS, HSQLDB, MariaDB, MongoDB, and Excel. The goal is to set up a self-standing environment for testing an ODBC extension for gawk presented here to be completed. Refer to SQLite for installing the required ODBC Driver Manager.
The test system is a debian v11 (bullseye).
As root, follow the documentation here to get and install sqlserver express for Linux. Here are the needed steps:

# wget -qO- https://packages.microsoft.com/keys/microsoft.asc | sudo apt-key add -
# add-apt-repository "$(wget -qO- https://packages.microsoft.com/config/ubuntu/20.04/mssql-server-2019.list)"
# apt-get install -y mssql-server
# /opt/mssql/bin/mssql-conf setup

A systemd service was set up and launched:

# systemctl status mssql-server --no-pager
● mssql-server.service - Microsoft SQL Server Database Engine
     Loaded: loaded (/lib/systemd/system/mssql-server.service; enabled; vendor preset: enabled)
     Active: active (running) since Fri 2021-08-27 15:22:14 CEST; 15s ago
       Docs: https://docs.microsoft.com/en-us/sql/linux
   Main PID: 7795 (sqlservr)
      Tasks: 120
     Memory: 880.5M
        CPU: 5.983s
     CGroup: /system.slice/mssql-server.service
             ├─7795 /opt/mssql/bin/sqlservr
             └─7817 /opt/mssql/bin/sqlservr

Get and install the ODBC drivers for sqlserver:

# apt install tdsodbc
# apt install curl
# curl https://packages.microsoft.com/config/ubuntu/20.04/prod.list | sudo tee /etc/apt/sources.list.d/msprod.list
# apt-get update 
# apt-get install mssql-tools unixodbc-dev

Check that the device has been added system-wide:

# odbcinst -q -d
...
[ODBC Driver 17 for SQL Server]

# odbcinst -q -d -n "ODBC Driver 17 for SQL Server"
[ODBC Driver 17 for SQL Server]
Description=Microsoft ODBC Driver 17 for SQL Server
Driver=/opt/microsoft/msodbcsql17/lib64/libmsodbcsql-17.8.so.1.1

As debian, create the sampledb database using the native administration tool sqlcmd:

$ sqlcmd -S localhost -U SA -P admin2021!
CREATE DATABASE sampledb
go
1> SELECT Name from sys.Databases;
2> go
Name                                                                                                                            
-----------
master                                                                                                                          
tempdb                                                                                                                          
model                                                                                                                           
msdb                                                                                                                            
sampledb                                                                                                                        

(5 rows affected)

Populate the sampledb database; statements for table creation for slqserver are available here and the ones to populate the tables here.
Click and save the files to create_tables_mssql.sql respectively populate_tables_mssql.sql.
Execute the above SQL scripts still using the default command-line administration tool, sqlcmd:

$ sqlcmd -S localhost -U SA -P admin2021! -i create_tables_mssql.sql
$ sqlcmd -S localhost -U SA -P admin2021! -i populate_tables_mssql.sql

Let’s check the data:

cat - <<eot | sqlcmd -S localhost -U SA -P admin2021!
USE sampleDB
SELECT
        c.country_name,
        c.country_id,
        l.country_id,
        l.street_address,
        l.city
FROM
        countries c
LEFT JOIN locations l ON l.country_id = c.country_id
WHERE
        c.country_id IN ('US', 'UK', 'CN');
eot
Changed database context to 'sampledb'.
country_name                             country_id country_id street_address                           city                 
---------------------------------------- ---------- ---------- ---------------------------------------- ---------------------
China                                    CN         NULL       NULL                                     NULL                          
United Kingdom                           UK         UK         8204 Arthur St                           London                        
United Kingdom                           UK         UK         Magdalen Centre, The Oxford Science Park Oxford                        
United States of America                 US         US         2014 Jabberwocky Rd                      Southlake                     
United States of America                 US         US         2011 Interiors Blvd                      South San Francisco           
United States of America                 US         US         2004 Charade Rd                          Seattle                       

(6 rows affected)
SQL> 

Configure an ODBC DSN by editing the user’s DSN file:

$ vi ~/.odbc.ini
...
[mymssqlserverdb]
Driver = ODBC Driver 17 for SQL Server
Server = localhost
#Port = 1433
User = SA
Password = admin2021!
Database = sampledb
Language = us_english
NeedODBCTypesOnly = 1

Check the DSN:

$ odbcinst -q -s
...
[mymssqlserverdb]

$ odbcinst -q -s -n mymssqlserverdb
[mymssqlserverdb]
Driver=/opt/microsoft/msodbcsql17/lib64/libmsodbcsql-17.8.so.1.1
Server=localhost
Port=
Database=sampledb
User=SA
Password=admin2021!
Language=us_english
NeedODBCTypesOnly=1

Try a connection to the mssql db via ODBC using the ODBC Driver Manager test tool, isql:

$ isql -v mymssqlserverdb SA admin2021!
+---------------------------------------+
| Connected!                            |
|                                       |
| sql-statement                         |
| help [tablename]                      |
| quit                                  |
|                                       |
+---------------------------------------+
SQL> SELECT c.country_name, c.country_id, l.country_id, l.street_address, l.city FROM countries c LEFT JOIN locations l ON l.country_id = c.country_id WHERE c.country_id IN ('US', 'UK', 'CN');
Output:
+-----------------------------------------+-----------+-----------+-----------------------------------------+---------------+
| country_name                            | country_id| country_id| street_address                          | city          |
+-----------------------------------------+-----------+-----------+-----------------------------------------+---------------+
| China                                   | CN        |           |                                         |               |
| United Kingdom                          | UK        | UK        | 8204 Arthur St                          | London        |
| United Kingdom                          | UK        | UK        | Magdalen Centre, The Oxford Science Park| Oxford        |
| United States of America                | US        | US        | 2014 Jabberwocky Rd                     | Southlake     |
| United States of America                | US        | US        | 2011 Interiors Blvd                     | South San Francisco           |
| United States of America                | US        | US        | 2004 Charade Rd                         | Seattle       |
+-----------------------------------------+-----------+-----------+-----------------------------------------+---------------+
SQLRowCount returns 6
6 rows fetched

Test the DSN with the python module pyodbc:

$ python3
import pyodbc 
cnxn = pyodbc.connect(DSN='mymssqlserverdb;UID=SA;PWD=admin2021!')
cursor = cnxn.cursor()	
cursor.execute("""SELECT
        c.country_name,
        c.country_id,
        l.country_id,
        l.street_address,
        l.city
FROM
        countries c
LEFT JOIN locations l ON l.country_id = c.country_id
WHERE
        c.country_id IN ('US', 'UK', 'CN')""")
row = cursor.fetchone() 
while row:
    print (row) 
    row = cursor.fetchone()
Output:
('China', 'CN', None, None, None)
('United Kingdom', 'UK', 'UK', '8204 Arthur St', 'London')
('United Kingdom', 'UK', 'UK', 'Magdalen Centre, The Oxford Science Park', 'Oxford')
('United States of America', 'US', 'US', '2014 Jabberwocky Rd', 'Southlake')
('United States of America', 'US', 'US', '2011 Interiors Blvd', 'South San Francisco')
('United States of America', 'US', 'US', '2004 Charade Rd', 'Seattle')

mssqlservr is now fully accessible from any ODBC application under the debian account.
Instructions for the other data sources can be accessed through the following links:
SQLite
Firebird
HSQLDB
MariaDB
PostgreSQL
Oracle
MongoDB
Excel