The error '**fnName: Execute**' may occur due to multiple reasons. Hence, I would check the 'vdp.log' file located under <DENODO_HOME>/logs/vdp folder, which would give a brief description of the error.
Also, I would ensure to use the Denodo ODBC driver which can be found under <DENODO_HOME>/tools/client-drivers/odbc folder for connecting to Denodo Platform from Informatica.
You can take a look at the Knowledge Base (KB) Article [How To Access to VDP from Informatica PowerCenter through ODBC](https://community.denodo.com/kb/view/document/How%20To%20Access%20to%20VDP%20from%20Informatica%20PowerCenter%20through%20ODBC?category=Northbound+Connections) for more details.
Hope this helps!