Hi. As you say, you can use JDBC/ODBC to connect to the SQL endpoints with the drivers supplied by Databricks [1] [2]. For the programming language you want to use, use a JDBC interface/library to connect to the endpoints. For Java, this is built in [3]. For other languages, like python or go, you can use pyodbc [4] and alexbrainman/odbc [5] respectively.

[1] https://databricks.com/spark/jdbc-drivers-download

[2] https://databricks.com/spark/odbc-drivers-download

[3] https://www.javatpoint.com/java-jdbc

[4] https://github.com/mkleehammer/pyodbc

[5] https://github.com/alexbrainman/odbc