The UDL file contains information to connect to a specific database. The relevant information is specified in this tab. Once the 'Test Connection' button returns a success, press the 'OK' button to continue.
 
Server Name
If there are several servers, select the appropriate server name.
Clicking this button will result in the message 'Test connection succeeded' if everything is entered correctly. Once this has been achieved, press the 'OK' button.