How, where, to start writing custom ODBC? - c++

Question

In short very new to all of this, so I'm not even sure if this is possible,anyway, I need to be able to make code, that will stand between programs like power bi and database. For example Power bi should be able to use my custom driver to connect to any database and when I he request data from database I need to mask all of the data before power bi receive it. So far the only guide I got was to look for custom ODBC and how to implement that. Not even sure how all of those work.
My understanding is that I need to make some c++ library, that implements some ODBC functions,API and then I need to through registry register this dll and power bi should then be able to see my driver.
My question is how would I start doing that, is there some examples code, that do just the minimal stuff, so I can see the concept on how I should do that?
EDIT:
I made some progress and now I have concrete question.
I made data source (DSN) on windows, linked with postgres driver and now I'm trying to connect to that dsn through c++ code.
But I m having trouble with that.
This is my code
enter code here
HENV hEnv = NULL; // for allocating memory usingSQLAllocEnv
HDBC hDBC = NULL; // connection handler
HSTMT hStmt = NULL; // statement handler
const char* szDSN = "PostgreSQL30"; // DataSourceName (config in windows
control panel)
const char* szUID = "postgres"; //username of the database
const char* szPasswd = "postgres"; //password of the database
RETCODE retcode;
int rcod = 1;
int i, j, no = 2;
int main()
{
retcode = SQLAllocHandle(SQL_HANDLE_ENV, SQL_NULL_HANDLE, &hEnv);
std::cout << retcode << std::endl;
SQLSetEnvAttr(hEnv, SQL_ATTR_ODBC_VERSION, (void*)SQL_OV_ODBC3, 0);
retcode = SQLAllocHandle(SQL_HANDLE_DBC, hEnv, &hDBC);
std::cout << retcode << std::endl;
retcode = SQLConnectA(hDBC,(SQLCHAR*)szDSN, SQL_NTS, (SQLCHAR*)szUID, SQL_NTS, (SQLCHAR*)szPasswd, SQL_NTS);
std::cout << (SQLCHAR*)szUID << std::endl;
if (retcode == SQL_SUCCESS || retcode == SQL_SUCCESS_WITH_INFO)
{
// connected!!
std::cout << "Hello World!\n SUCCESSS COME ON PLEASE";
}
else {
std::cout << retcode << std::endl;
}
SQLFreeHandle(SQL_HANDLE_ENV, &hEnv);
SQLFreeHandle(SQL_HANDLE_DBC, &hDBC);
}
But SQLConnect returns SQL_ERROR.
Question is how would I connect to a data source name with c++ code ?