This might sound stupid, but when i run the function ODBC_SQL where is the result of the query?

in the log files /var/log/asterisk/ (there should be detail outputted in the log files)

But where is the result of the query so I can use it in the dialplan?

It will be returned to you after you run the application. For instance lets say you have your odbc connection setup properly, and in your func_odbc.conf file you have a context:

read=SELECT email FROM extensions where extension=${ARG1}

in your dialplan you would use the returned data like this

exten => _X.,1,Answer()
exten => _X.,n,Set(EMAIL=${ODBC_FAXMAIL_LOOKUP(${EXTEN})})
exten => _X.,n,Hangup()