Hi @Federico Gonzalez ,
Welcome to Microsoft Q&A forum and thanks for reaching out here.
As you are following a third-party learning course, it is possible to that the content might be old or outdated (from the GitHub repo, I see the content is 2 year old) which could be a reason why you are experiencing such discrepancies.
As all the issues related to that repo are being reported here, I recommend logging an issue there and one of the content owners might be able to validate and update it accordingly -https://github.com/solliancenet/microsoft-learning-paths-databricks-notebooks/issues
From the error message it is clear that authorization header is not formed correctly, which can happen if the authentication credentials are not set up correctly.
I would highly recommend using
Personal Access Token and see if that helps to establish the connection.
For more information, kindly go follow this Microsoft public documentation: Configure the Databricks ODBC and JDBC drivers
Hope this info helps. Let us know how it goes.