I would think the answer here will be “no”. If you read the docs about the lightweight Express edition:

https://helpx.adobe.com/coldfusion/installing/installing-coldfusion-express.html

it does not specifically say whether ODBC is supported, but note how it clarifies that the other services like Solr and PDFg are NOT included. It does go on to say that those can be downloaded and installed using the CF “downloads” page:

https://www.adobe.com/support/coldfusion/downloads.html

But note that the ODBC service is not offered there. So that is why I would think that it’s NOT something you can expect to run with he Express edition.

Finally, FWIW, note that the Express edition is not meant to be used for production. I realize that may not be an issue for you, but I point it out for others seeing this, to whom the Express edition may be a new thing.