Each site within a SharePoint site collection includes a Data Sources section. By default, the Data Sources section is populated with the site’s existing lists and document libraries and acts as a springboard for creating and storing new internal and external data source connections, such as database or Web service connections.
Data source connections created and available in the Data Sources section do not include External Content Type (ECT) connections. ECTs are created and available from the External Content Types tab. However, it does include External Lists created from ECTs.
If you’ve previously worked with SharePoint Designer 2007 then you can see that accessing data sources in SharePoint Designer 2010 ...