For SQL Anywhere, what Breck said.
I found an some documentation for iReport and it has dialogue built in to set up a data source (just like my favourite tool Squirrel SQL).
I also found that iReport has been replaced by Jasper Reports Studio. The setting up of data sources for that is described in chapter 10 of this
Again it has its own ODBC admin like interface. I doubt you'll find an ODBC like thing for Java. The ODBC administrator is built into Windows by Microsoft, who, if I'm not mistaken, developed ODBC.
For Java the way seems to be: put your driver somewhere sensible and point your application at it.
HTH, Paul