Hi Surya,
Electronic Data Interchange (EDI) is a data format that enables organizations and businesses to exchange data. EDI is used in all major industries: health, 
retail, automotive, finance and so on. EDI is a standard that is governed by the Accredited Standards Committee (ASC X12). EDI releases contain a set of message types. Example message types are invoices, purchase orders, and healthcare claims.

Salesforce.com does not have an in-built means of exchanging data with EDI applications. However, it is possible to use a third-party application to translate 
Salesforce object values into EDI messages and vice versa. One such application is Etasoft's Extreme Translator.

Extreme Translator supports ODBC databases as a source or target. The Salesforce.com ODBC driver allows an ODBC compliant application such as Extreme Translator to query and update Salesforce.com. As EDI is a supported format for Extreme Translator, you can use these components to generate EDI messages from Salesforce.com 
data and vice versa.

The example in this blog generates an EDI Purchase Order from a Salesforce.com quote:

Salesforce.com Quote > Salesforce.com ODBC Driver > Extreme Translator > EDI X12 850 Purchase Order
Before you create the map in Extreme Translator that transforms Salesforce.com data to EDI, you need to download, 
install and license the Salesforce.com ODBC driver. Then create an ODBC data source that connects to your Salesforce.com 
instance. On 64-bit Windows, you need to configure a 64-bit ODBC data source. To do this, use the 64-bit version of Microsoft 
ODBC Data Source Administrator, which is located in Control Panel. (On some versions of Windows, there is both a 32-bit and a 
64-bit version of ODBC Data Source Administrator located in Control Panel, however, their architecture is clearly labeled if this is the case.)

Please check the below link for further steps:
https://www.easysoft.com/blog/etasoft-extreme-translator.html


I hope you find the above solution helpful. If it does, please mark as Best Answer to help others too.
Thanks,
Ajay Dubedi