Selecting the Blue Plus button will present the following dialog, where the user can select the data Source.
The user will see the following Add Data Source dialog, after using the Blue Plus button or by Right Clicking a specific Data Source from the Data Sources list:
When at the Add Data Source dialog the user can, Name your Data Source, Identify the Server, and identify your existing Database.
Note: TARGIT InMemory does support Windows Authentication, as well Username and Connection String. The dialog might look something like the following image, just click Finish to complete adding a data source.