Why are you not using a Mendix feature to retrieve data?
What says the Docu of this class of the jar File?
Can anyone help me to look at it?
What is exactly the problem? Note that you can not use this to connect to the Mendix database. It is used to retrieve data from an external database. In the JDBC URL you fill in the path to the database. Username and password to connect to that database. SQL the SQL statement you want to fire to that database and then define the return statement. So what is unclear / not working for you?
Looks like the UX needs to be improved here. In this dialog you have 2 options:
1) select from the dropdown list, but that only contains "empty".
2) press "Edit" so you can provide your own value for the jdbc url field.
If you provide the correct values using the edit buttons you should be able to connect to any *non mendix* database. If, instead, you want to query data from your mendix application, you should configure the database using the settings database and a retrieve action.