I am on an up-to-date Ubuntu 12.04 system. I have unixodbc (v2.2.14 from ubuntu repos), MySQL and its relevant drivers installed. Also connected to a valid DSN. Verified by
You need to install the unixodbc-dev package to get the development header files.
sudo apt-get install unixodbc-dev
The -dev packages contain the require header files required to compile and build programs using these headers to make calls to the library. The library files themselves would be part of the regular package i.e. unixodbc in your case.
If you want to know which package provides a certain file, you could use apt-file:
sudo apt-file update
sudo apt-file find sql.h