This issue pertains to having the SQLANYWHERE drivers (sajdbc.jar and sajdbc4.jar) in the FDM lib directory folder. This driver requires an underlying DLL to work, even if you are not connecting to SQLANYWHERE. It will throw an error message no matter what database you are connecting to.
Since TDM release 3.5, certain jar files are no longer shipped with the product. This document describes the jar files that have been removed: https://docops.ca.com/ca-test-data-manager/3-5/en/installing/supported-data-sources
If you are upgrading to TDM 3.5+ and are seeing this error message, it is because the FDM lib directory folder now contains these jar files and they need to be removed.