It is somewhat a frustration that even the official website at the time of writing this doesn’t correctly list out the dependency software.
Anyway in short, make sure you have installed Visual C++ Redistributable Packages for Visual Studio 2013 if you are installing MySQL ODBC Connector 5.3.6.
The official website and many other website I found only mentioned to install Microsoft Visual C++ 2010 Redistributable Package. Some websites even gave an inappropriate installation instruction to user. Although Microsoft Visual C++ 2010 Redistributable Package might be required for older version of ODBC connector, but definitely not version 5.3.6.
Also, it is better if you are installing the latest version of Visual C++ as well. Many website I found (such as this, this, this and this) are still providing link to the old version of Visual C++ even a new version is already available at the time of their writing. You may check the latest version of Visual C++ at Microsoft website here but, even the official website cannot be trusted as I can find a more updated version of Visual C++ 2015 here at the time of writing this article…
In summary, trust yourself.