@Nathalie: I hope that I understand your question correctly. I think that you are not aware of where ODBC comes into play when connecting the ERP system to a database hosted on a Plesk server.
The icon is missing, because ODBC is a Windows technology and only available in the Windows universe. You will not need that function on the Plesk server, because you wish to link an external application via ODBC to a database managed on the Plesk server. Your ODBC driver must be configured where the ERP system is, not where the database is. Meaning you must look for the ODBC configuration on the ERP's host, not on the database's host. Plesk has nothing to do with that. You are not even connecting to Plesk through that driver, but only to the MySQL port on the Plesk server.
Think of ODBC as a "translator". You create an ODBC port and enter database information into it, e.g. database server name, user name, port, database type. Your ERP system will not connect to your database directly, but it will be configured to use the ODBC driver on its local server. It must only understand how to talk to that driver, but not how to speak with your database. The ODBC connection on that system will translate the communication to the database that you are hosting on the Plesk server. That is what ODBC is meant for. The big advantage is, that your ERP system can use practically any database in the backend when going through ODBC, as long as there is a suitable ODBC driver (for instance a MySQL ODBC driver). But all that configuration is done on the ERP system's host.
Finally, make sure that you allow access from external IP addresses for the user that the ODBC connection is coming from, else the driver won't be able to reach the database that is hosted on your Plesk server.