This error is caused by the OLEDB connection not being set up. You need to check which ODBC driver the OLEDB connection uses.
To do this:
Click Manage, then click Tools
Click Input, then click Database Query (OLEDB)
Check the "OLEDB Provider" in the right hand column
You then need to ensure that this driver is installed on the server - please speak to your IT team to arrange this as support are unable to do this part for you.