To issue a query to a database, you must create a data source connection. Data source is the location of your data and can be a server or a DDL file. The data source includes a name and connection settings that are dependent on the data source type. In DataGrip, you can manage these connections in the Data Sources and Drivers dialog ( ).
The following video is a general instruction on adding a data source. For illustrative purposes, the video shows how to add a PostgreSQL data source.
Select a data source that you want to create: