Pervasive linked server provider missing
You will need to set up a System DSN in order to connect to it using the ODBC drivers from SSMS/SQL Server - simple installing the drivers is not enough. I had  to do the same in order to connect to an older instance that our company uses. Here is an excellent link that will help guide you through the process:

http://discoverysoftware.com/support/kb/acorn-docs/bridges-acorn-docs/odbc-bridges/odbc-set-up-pervasive-sql/

Once you have set up the DSN within the System Data Sources you will be able to create a linked server to it.