Minor addition to what has been said before. You likely want to return a dataframe. This would be done as
import pypyodbc
import pandas as pd
cnxn = pypyodbc.connect("Driver={SQL Server Native Client 11.0};"
"Server=server_name;"
"Database=db_name;"
"uid=User;pwd=password")
df = pd.read_sql_query('select * from table', cnxn)