When you select to add a new Standard Data Share connection you will see the following dialog:
Click on the Configure Source Database... button.
On the Provider tab and select the correct Provider for the type of database that you wish to connect to e.g. PostgreSQL OLE DB Provider if you are connecting to a PostgreSQL database.
Now select the Connection tab (or click Next) and enter the connection details e.g.
Data Source
This is the name of the server hosting the database or you can use localhost if the database is on the same machine.
Location
This is the name of the database you wish to connect to e.g. NLPG in the above screen shot.
Once you have entered the above information and the login details to connect to the server use the Test Connection button to check that you have entered the details correctly and then click OK.
Name
Enter a Name for your connection that reflects the type of data provided by your connection.
SQL
The next task is to select the table and fields from the database that you wish to use. Enter a FROM statement followed by the table name from which you wish to select your fields and then click on the Construct SQL button.
Once you click OK you will be able to configure the General Data Share Connection Details.