Connecting to AS400 / DB2

I'd like to connect to our AS/400 and access DB2 data.  I'm assuming the ODBC connector is what I need to use, but not positive.  Is there documentation or a tutorial somewhere that I'm missing?  


When I go to setup ODBC it asks for a System DSN and an On Premise Agent.   


I have an On Premise Agent for running for SQL Server.  


Any pointers would be helpful - thank you!