The SQL data source requires a database with a JDBC or ODBC driver. In addition, if you use the applet deployment, you will need to set up applet permissions on each client to allow access to your database. See Setting up SQL database connections.
You must also modify your Dashboard Properties (select Properties from the Project menu in Apama Studio). In order to use a direct JDBC connection to communicate with a database, add your JDBC jar file to your Dashboard Properties.