Login to the HELM control panel.

Click Domains
Click the main domain your account is listed under. This will be the same as the username you used to login to the control panel.
Click on ColdFusion DSNs
Click Add New
Select the Database Type
Click Next

Microsoft Access

Type the Data Source Name and a username and password if required
Select the database
Click Save

Microsoft SQL

Type the Data Source Name and a username and password if required

Enter the required Connection details of MSSQL Database and click save

MYSQL

Type the Data Source Name and a username and password if required

Enter the required Connection details of MYSQL Database and click save

Note :  for Hostname in DSN Connection details check the Database manager option in Domain menu for MySQL and MSSQL Database.