You can register database connection configuration.
Open your configuration dropdown and click "Connection" there.
Click "Add" to create a new connection or "Edit" to modify existing connection.
Choose the type of data source.
Set parameters for the database.
You can check the parameters from "Test Connection" button. You will see the result on top of the dialog.
If you are okay with the configuration, click "Add" Button.
You will see the connection from the dialog.
You can choose those registered connection from Remote Data Frame Import dialog.