Use this data provider to select data from relational databases (MySQL, MS SQL, PostgreSQL, SQLite, Sybase or other databases via ODBC). PHP works with databases using PHP extensions which should be installed on your web server. For example for ODBC, it requires PDO_ODBC PHP extension so if you want to connect to an external database (when data is stored not in Joomla! database) then check that the appropriate extension is installed on your server. Data sources are created on SQL queries page and each data source is required a connection to a database so at least one connection should be registered (the extension registers connection to Joomla! database during installation).