Still mixing your fruits.
The ".odbc.ini" file has nothing to do with setting up OCI. SQL*Net
is part of Oracle and you
must have (at the very least) an Oracle Client (and thus SQL*Net) installed on the same server that DataStage lives on.
I'm assuming you do and that is what
$ORACLE_HOME is pointing to. Unless
$TNS_ADMIN is set (or you are using ONS) and things are not in their 'normal' places, you should be able to navigate to
$ORACLE_HOME/network/admin on your server and find a file called "tnsnames.ora". That is where you'll find a list of the "DSN" names you can use. If this doesn't make sense or you can't find what I'm talking about, get your DBA involved and find out what's what and what's where.
I've seen times where the drop-down box doesn't populate correctly, but at worst case you can just type a DSN name in the box for it to use. As above, however, if it doesn't exist in the tnsnames file, you won't be able to connect correctly.