Depending on the connector you want to use, you may need to set up a Connection first. To add a connection, go to the Connections page which is accessed via Menu -> Connected Data -> Connections. You must be an Administrator-level user to see this option.
On the Connections page, click the Add Connection button to add a new connector. This will bring up a list of connections from which to choose. Some connections are only available on Premium accounts.
You will need to grant access by filling in the required details for the connector that you are adding. This will authorize the platform to use the connection. After granting access, you should be returned to the Connections page. Your connection will be verified automatically, and you will see a green tick if everything is working.