Why do I get the error "No ODBC driver is installed" when I try to retrieve data in Microsoft Excel for macOS?

On macOS 10.4 (Tiger), you can't use Excel to retrieve data from ODBC data sources unless you install the iODBC SDK. This is because Microsoft Query (an application that Excel uses to retrieve external data) is a CFM application, and the ODBC libraries that Apple install are Mach-O libraries (a different format).