The list of supported SQL databases is available from our documentation on SQL datasets.
Detailed guides exist for some of these:
To connect you will first need to configure Hadoop on your instance.
Detailed guides on specific Hadoop distributions and managed services:
It is possible to fetch data using various protocols, and caching the resulting dataset on the filesystem.
Many applications such as Google Sheets, SalesForce, Slack… provide capabilities to access their data through APIs.
Dataiku DSS plugins allow the addition of custom connections leveraging these APIs to easily define datasets that fetch data from a wide variety of applications.