When you click the Connected Data -> Data Sources link found on the left hand navigation menu, you will be taken to the Data Source list page.

The list page shows all available Data Sources.  Filter by screen type using the drop down provided or by name when using the Search box. 

To create a new Data Source, use the “add new” option available in the options bar.

Creating a Data Source is easy.

• Enter a name for the Data Source
  This name will show in the various Screen designers so you should try to be descriptive so you can identify one Data Source from another.
• External Id is an optional field that you can use to store an identifier from your existing systems.
  This gives you a simple way to link Data Sources to your existing system data sets.
  

• Hit the Create button to continue onto the Rows screen.