You can set to the Database Connection String at Data Server, by selecting the Data Server from 'Config | Database | Connection String' menu bar such as <Figure 1>. (Or Studio from 'Config | Database Connection' menu bar.)
<Figure 1> Database Connection String submenu bar
Reference) Database Connection String (DSN, Data Source Name) configuration is just need to save to Database or read to Excel Report.
<Figure 2> Database Connection String configuration
You can set to Database Connection String by use Add, Delete, Modify buttons such as <Figure 2>.
Adding a Database Connection String : Add a Database Connection String by using Add button.
Deleting a Database Connection String : Delete a Database Connection String by using Delete button.
Modifying a Database Connection String : Modify a Database Connection String by using modify button.
Relate items)
Adding a Database Connection String
Modifying a Database Connection String