SOTAMAS90 requires company selection and login credentials each time it is used. 

Set up a Silent DSN per company code instead... or use MS Access (passthrough queries) / SQL Express (linked server) as a bridge.

If they receive an error message then it might be because Tableau is trying to open a connection to every table and as the works tables do not exist prior to printing an error would occur.  And as Kevin correctly points out you should be using a silent DSN. Try using a silent DSN before doing anything else and see if the error goes away.

Thank you both for your input.  The client is using a silent connect with company code & login credentials.  As BigLouie pointed out, the error may be due to the work tables.  I just found out today that we have another client using Tableau but they are using MS Access to retrieve their Sage data and then Tableau is connecting to Access as Kevin M suggested.  That may be the way to go.  Thanks for your quick replies !

A little more back ground that was originally written by Alnoor about UPS World Ship and I suspect it applies to you:

When creating an ODBC connection with Worldship however, instead of requesting an initial list of tables, it will instead open and close an ODBC connection on each and every table in the dictionary (including the pre-defined views). Once completed it will present the list of tables and columns to the user. This creates 2 problems with MAS 90/200 ODBC connections. First, since many of the MAS 90/200 work tables do not exist until the report associated with it is run, the error “Physical File Not Found” will occur. Second, because separate ODBC connections are opened and closed for each table regardless if the table is actually used in the shipment map, there will be a 4 – 10 minute delay before Worldship displays the available list of tables and columns. This means in Worldship, when entering the Sales Order Number for the Keyed Import value, a 4 – 10 delay will occur. This delay is due to the Worldship architecture. You must circumvent this problem by using a 3^rd party database application as an intermediate application.