This is code that I am using for pyodbc init script + also in cluster/tasks settings I have added PyPI

pyodbc library.

dbutils.fs.put("/databricks/scripts/pyodbc-install.sh","""
#!/bin/bash
sudo apt-key add /dbfs/databricks/scripts/microsoft.asc
sudo cp -f /dbfs/databricks/scripts/prod.list /etc/apt/sources.list.d/mssql-release.list
sudo apt-get update
sudo ACCEPT_EULA=Y apt-get install msodbcsql17""", True)