Two configurations of APPX/ODBC are supported: standalone and client/server.
Most commonly, we expect sites to use APPX/ODBC in the client/server network configuration, where the APPX/ODBC driver is installed on a client PC where programs like MS Access and Excel are run, and the APPX data sits on another machine, typically a server.
It is also possible to use APPX/ODBC on a machine which can access APPX data directly, either because that data is on a local drive, or because it is on a "mapped drive" accessible across the network.
If you have a choice, you will probably achieve better performance running APPX/ODBC in a client/server fashion, than by running it standalone against a network "mapped drive".
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