Are you new to data sources? Go through the first section, Understanding Data Sources and Completing a Tutorial on page 872.
Then make sure all your data is ready to have a data source set up for it. See Preparing to Create Data Sources on page 876.
Then you'll be ready to actually create the data sources. See Creating Data Sources on page 881.
After that, your options include:
Creating and Modifying Tables on page 906
Bringing New Data Into a New or Existing Table on page 913
Creating Queries on page 914
Sorting and Filtering Information in the Data Source Viewer on page 917
Exporting Data Sources to Another Format on page 919