Python odbc connection

Hi, I’m trying to connect to an access db using odbc, but I’m stuck at the beginning.
When I put “import pyodbc” in the code the message i receive is: “No module named pyodbc”.
So, must I install other python libraries to make it work or else?

Maybe this topic is relevant

http://discourse.mcneel.com/t/connect-to-oracle-database-with-python/25533

Thank you for your suggestion!