you need to setup data source name in odbc. search with odbc in search box of start. Open it and then there you can configure data source name. Once you configure DSN, it will be available in robotics studio to use
I have downloaded the ODBC connector for Postgres, then created ODBC data Source. Then in ODBCConnector Component, on Connections tab I got the Data source name that I created in previous step as option in Data sources dropdown.