Connect to Intersystems Cache DB via ODBC
As @Bala said you want to try to install the PHP ODBC driver. Drupal does not use this driver by default (a drupal install may use MySQL, Postgres, or I believe MsSQL on install if those drivers are found by PHP).

Once the ODBC driver is installed for PDO, you can inform Drupal of your 2nd database by following the Multiple Databases Documentation. Bala linked you to a previous example I gave using ODBC to an MsAccess database file -- you're request is simply a different DBMS vendor. The same approach should work InterSystems Cache DB by following the concepts in the documentation page linked about.

Note that ODBC is a slow interface as its essentially a wrapper to your client Database. Its not as fast as a full native DBMS driver. Keep that in mind when querying and using your data.