Hi, 

If you want to add a connection to a SQL server or another table you need the Connector module to do this and you will need the SQL Server credentials.  In the Connector you would select Add Connection which provides a window to enter the server credentials.  Here are a few videos from the Sage Intelligence Learning Portal that will help.  They explain how to make connections using the Connector. 

Set up connections and link reports to containers

Get to grips with the Connector

How to create reports using the connector module

I hope this answers your question.