To connect using the CData ODBC Driver for Teradata, you also need to install the Teradata .NET Data Provider into the GAC.
Note: You can refer to the following Microsoft documentation on how to install a library in GAC: How to: Install an assembly into the global assembly cache - .NET Framework | Microsoft Learn
The driver wraps the official Teradata Database driver; you can connect to the CData ODBC Driver for Teradata using the same connection properties and access the same functionality as the underlying Teradata driver.
You also need to install the official driver alongside the CData ODBC Driver for Teradata.