MSDN as in-depth guidelines on this
Configuring Connection Pooling from
the Data Source Administrator
[snip]
Alternatively, you can start the ODBC
Data Source Administrator at the Run
prompt. On the taskbar, click Start,
click Run, and then type Odbcad32.
The tab for managing connection
pooling is found in the ODBC Data
Source Administrator dialog box in
version ODBC 3.5 and later.
Configuring Connection Pooling from
the Registry
For versions prior to version 3.5 of
the ODBC core components, you need to
modify the registry directly to
control the connection pooling
CPTimeout value.
Pooling is always handled by data server software. The whole point being is that in .NET you shouldn't have to worry about it (for example, this is why you should always use the SqlConnection when working with SQL Server - part of it is that it enables the connection pooling).
Update
On Vista, just type "ODBC" in the Start menu and it will find the app for you.
Update Following Clarification from OP
In terms of determining if connection pooling is enabled on each machine, looking at the MSDN guidelines I whould say you would best best if you check the registry values (See this article for pointers on registry access).
TBH though, unless the client machines are really crappy, I would possibly not even bother.. AFAIK it is enabled by default, and opening connections on a client machine (in my experience) has never been a big deal. It only really becomes a big deal when lots are being opened.