I've compiled and installed python 3.6.1 in Centos 7 and copied pymssql.so and _mssql.so file to /usr/local/lib/python3.6 folder.
And finally after long time managed to import pymssql. But get error that can't find this file:
libsybdb-89a09a88.so.5.1.0
Even copied libsybdb.so.5.1.0 to /usr/local/lib, but didn't get any results.
I've finally downloaded latest version of python (3.7.3) source and compile it.
Before compile installed these packages:
libsqlite3 (Debian based) or sqlite-devel (RedHat based)
zlib-devel
openssl-devel
libffi-devel
And executed ./configure file in python source folder:
./configure --with-openssl=/usr/include/openssl/ --enable-optimizations
sudo make
sudo make altinstall
With reference to this python threads: