Probably the easiest way is to set up an ODBC connection and point it to the database on the server. If you use SQL authentication on the database you can include the login credentials as part of the ODBC setup. You will detailed information in the CR help file under "ODBC data sources".
Similarly you can use an ADO connection which will set up and OLEDB type data connection. You will find detailed information in CR help under "OLE DB (ADO) dialog box"
Hope this will get you started.
Regards,
John W.
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