If you want to import data into Excel for Mac from a database (for example, from FileMaker Pro), you need an Open Database Connectivity (ODBC) driver installed on your Mac. The instructions below apply to Excel 2019 and Microsoft 365 for Mac.
These versions of Excel do provide an ODBC driver for connecting to SQL Server Databases. On the Data tab, click New Database Query > SQL Server ODBC. Then use the dialog boxes to import the data.
If you are connecting to other ODBC data sources (for example, FileMaker Pro), then you'll need to install the ODBC driver for the data source on your Mac with this driver:
Important: If you're using a 32-bit ODBC driver, it may cause Excel to crash when connecting. To avoid this, install a 64-bit driver from the company's website.