DLV is provided as a command-line system in binary form for several platforms:
The first row features statically linked binaries that should work on all systems. On MacOS (or Linux), just download the file as dlv, say, make it executable (running chmod a+rx dlv), and you are ready to go and run DLV as dlv or ./dlv at the command line.
For using the ODBC functionalities, you need the dynamically linked binaries in the second row. For them to work properly, your dynamic linker needs to have access to all the necessary libraries. You can check which libraries are referenced and whether your linker finds them by using ldd on Linux/FreeBSD and otool -L on Mac OS X/Darwin.
Concerning the ODBC library, on Linux/FreeBSD you will need libodbc.so of unixODBC; on Mac OS X/Darwin you will need iodbc (usually pre-installed on Mac OS X); on Windows you will need odbc32.dll (usually pre-installed on Windows).