When you are using a DSN ODBC connection it is necessary to make sure that the architecture of the driver and server application (Oracle in this case) are the same. This means select the same architecture, 32 or 64 bits, for the driver and the Server. If you have installed a 64 bits version of Oracle you must create the DSN ODBC connection as a Data Source of 64 bits.
However, Denodo Express allows only Access and Excel file access through ODBC. You can obtain an unrestricted evaluation license for the Denodo Platform to try the full version for the evaluation period.
To get an unrestricted license you must contact the appropriate Denodo Sales Representative for your region or organization. You can find contact information for our regional offices on our website at http://www.denodo.com/en/company/denodo-offices or you can fill in a Contact Request at http://www.denodo.com/action/contact-us.
Anyway, if you want to connect VDP and your Oracle database it is recommended to do it through a JDBC data source and this is something that can be tested with Denodo Express.
Hope this helps!