Go to Control Panel and run "ODBC Data Sources". If you don't have it, but "BDE Administrator", open it and go to Object > "ODBC Administrator" to get it. You may also have "Administrative tools", open it and find "Data Sources (ODBC)".
 
Click on "System DSN" tab and Add; scroll down to "Pervasive ODBC Engine Interface" and Finish. In the dialog that pops up give it a name and description, and at the bottom, if the database has already been created you can select it from the drop down, or click Create and enter a name and give it the location of your ODBC DDFs. Save, Apply or Finish your way out and that should take care of it.