You can localize the messages that are generated by the target database manager and passed to the client without changes, and the messages generated in ECDA Option for ODBC.
The target database manager can be any application between the DirectConnect server and the target data file, including the ODBC driver.
ECDA Option for ODBC does not localize database manager messages.
For information on how to set up localization of such messages, see your database manager and the ODBC driver documentation.