athena_sql_server.sql

EXEC master.dbo.sp_addlinkedserver 
	@server =N'AWS_ATHENA', 
	@srvproduct=N'', 
	@provider=N'MSDASQL', 
	@datasrc=N'AWS_ATHENA'
GO

EXEC master.dbo.sp_addlinkedsrvlogin 
	@rmtsrvname=N'AWS_ATHENA', 
	@useself=N'False', 
	@locallogin=NULL, 
	@rmtuser=N'', 
	@rmtpassword=''
GO

SELECT * 
FROM AWS_ATHENA.AwsDataCatalog.sampledb.sampledata
GO

Getting this error:
Failed to retrieve data for this request. Cannot initialize the data source object of OLE DB provider "MSDASQL" for linked server "AWS_ATHENA". Error: 7303.

@AdmiralrRicha - Looks like a credential-related issue. I haven't been working on SQL Server actively these days, so won't be able to offer much help. Please check this forum, might be useful to debug => https://www.sqlservercentral.com/forums/topic/msg-7303-cannot-initialize-the-data-source-object-of-ole-db-provider-microsoft-jet-oledb-4-0-for-linked-server-null