Not really sure how to connecvt using MyODBC. But the query your lookig for to load up your csv file is a LOAD DATA INFILE one try
If that looks a mess here is an example
LOAD DATA INFILE 'file/location.csv' INTO TABLE phone_main FIELDS TERMINATED BY ','
That will load a file called location.csv into a table called phone_main and is telling it that the values are seperated by commas.
Perhaps if you look around on that website some you might find some MyODBC stuff.
Hope that helps you