Use the Select Data Connection page to locate your previously created connection.
A data connection is a pointer to a data source. It contains information like the source name, location, and what, if any, credentials are required to access the source. When a connection is created it is typically saved to the My Data Sources folder inside the My Documents folder.
You can use the following types of connections:
.odc (Office Data Connection).
.dsn (Data Source Name).
.cub (SQL Server Analysis Services cube). This type of connection is available only if you are creating a PivotDiagram. For more information about PivotDiagrams see Create a PivotDiagram.