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I was recently able to accomplish this and subsequently connect from Power BI Desktop.
You are correct that the first step is to install the ODBC driver, which was part of the "SAP HANA Client Software Packages" on the SAP website, I created a free SAP account in order to access that download:
The one issue I ran into initially that caused the installation to fail, was because I needed to uninstall the more current 2017 Visual C++ Redistributables, then install the HANA Client (which installed the 2010 and 2013 C++ versions), and then reinstall the 2017 Visual C++ Redistributables (available here under Other Tools and Frameworks). I guess the HANA installer wasn't smart enough to see that the 2017 versions were more recent.
I also needed to change my initial HANA password, and to do so, I had to install "HANA Studio". I don't know if HANA Studio is required to connect from Power BI Desktop so long as your password doesn't need to be changed. I got that particular installer from my client's IT team, so I hope you won't need it. Let me know if you have any issues connecting and I will do what I can to help.
Vice President, Data & Analytics