Data Connections are secure configurations to supported data sources.
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Navigate to the "Data" tab within a project.
When you click "+ Add" you will be prompted to select a data source:
Fill in the relevant connection details, being sure that Hex is allowed to connect to your data source.
For PostreSQL, MySQL, Redshift, & MariaDB you'll need the following information: Your database's host url & port, the database name, and your username & password.
For Snowflake, you'll need your account name, warehouse, and database along with your username & password.
Projects can have multiple connections, which are listed in the Data tab:
Admins of an Org have the capability to create Data Connections which can be shared among all Members in your Org. Setting up Shared Data Connections is identical to the process above, except that only Admins can create them from the "Shared assets" tab of the Admin panel.
Once you have configured a Data connection, you can query it using a SQL cell. See here for more details.