Local? Do you have a database on the PC? That doesn't change the way you should go ahead..
If you need an ODBC link, you will need an ODBC driver. Assuming you want to connect to an Oracle database (This is the Oracle forum...), you will need the Oracle client to be installed. If you did the default install, you will also have the Oracle ODBC driver. Then you can setup your ODBC connection as i described above.