rpm -q mysql-connector-odbc
If you don’t, the easiest solution is to use the Fedora CDs to install it. (See your instructor.)
Another solution is to download and install the ODBC Connector directly from mysql.com. See this document: Installing MyODBC from a Binary Distribution on Unix, http://dev.mysql.com/doc/refman/5.0/en/myodbc-unix-binary-installation.html, which covers both tarball and RPM binaries.
(If you are using MySQL on a Windows server, be sure to read “Installing MyODBC from a Binary Distribution on Windows” at http://dev.mysql.com/doc/refman/5.0/en/myodbc-windows-binary-installation.html.)