How to get CR to connect to remote data?

Normally you would just Add Database to Report option, which appears in Database menu.
This should expose a variety of available connections, including the default types that you defined when you installed CR.

If you need a connection to Oracle, DB2, etc etc, you need to create an ODBC connection to act as the interface between the proprietary formats of those databases and your report. So in the Data Explorer dialog that pops up after you select the Add Database option, you should see a tree with ODBC as one of the high level nodes. You should then be able to select the create new data source option from the node and create your ODBC connector.

See your SysOp or Database Administrator for help with creating the ODBC connection, to ensure you use correct IP addresses, passwords, libraries etc.

Dave