Setting up the ODBC was the first step that I needed, thank you!
From there this is what the script looked like for me:
Open Database(
"DSN=[The name you gave ODBC];Description=[Description if you set one];Trusted_Connection=Yes;APP=JMP;WSID=[PC NAME];DATABASE=[DB Name];",
"[Query]"
)
Overall though I would follow Brian's recommendation about using the UI and than you can just copy from there and apply it as needed.
Thanks for the response Brian!