Hello Guillaume,
Does the DuckDB connect through the ODBC Manager driver connection test? Windows and Mac offer varying ways to test the DSN that you create. The other thing to make sure of is that you installed the 64-bit, and not the 32-bit version.
If you write JMP Tech Support I think they'll at least try some common troubleshooting for this driver, even though it is not something we typically support.
Brian Corcoran
JMP Development