In the Integrating With External Databases video there is a screenshot of the DB settings for TestDB.
I wanted to view this in PRPC so I went to Records Explorer, SysAdmin, Database and opened PegaData. This would be the correct way to view the window in the screenshot below? However it says in "How to Connect" to "use configuration in preferences" - where would those preferences be viewable? (I realize this is not required to complete the course but I think it aids in understanding the lesson)
The video is displaying a new Database rule record form, not one that is in current use like PegaData.
Try creating a new Database rule record instance (while you're in the records explorer, right click in Database and click '+Create' and name the database something like TestDB. When you 'Create and Open' you'll see the entire form displayed.
The lesson is just mentioning that a senior architect, someone with DB admin privileges, would have set up this connection rule record ahead of time. The lesson is not to create one as these records are very infrequently created, perhaps only once per release.