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I'd suggest starting here: Tableau and ODBC | Tableau Software
Depending on the connection, you may be able to connect live (real-time queries) with an ODBC connection or Tableau may require that you create an extract. There are limitations with using ODBC instead of our native connectors. If your users are using Excel to import the data first, however, you can point Tableau at the Excel files live, or build an extract.
Does this help?