Data Sync in SQLyog only works with MySQL as both source and target. You can sync content of one MySQL database with another MySQL database (on same or different servers).
We also have an ‘import external data’ tool (also from the ‘powertools’ menu) making use of ODBC. It has a lot of settings and it may be useful for your needs. You can INSERT new data rows into MySQL and UPDATE existing ones based on what happens on the ODBC source. But DELETE from the MySQL target is not possible with this tool.
The documentation has a lengthy paragraph on the ‘import external data’ tool. Find it in help .. help -menu or online here:
https://www.webyog.com/webyog/sqlyogDocs