The database connectivity dialog consists of three tabs:

File - provides database access to flat and file based database tables. Use this tab to navigate through the file system to connect to DBase, FoxPro, MS Access, Excel, text files, etc. Use this option for fixed length files also called positional files.

OLEDB - OLEDB is a standard way to access different database systems, which expose their functionality through OLEDB providers. Use this tab to connect to a number of relational databases such as SQL Server, Oracle, MySQL, DB2 and many others. An OLEDB provider for a particular database should be installed on your computer in order to use OLEDB connectivity. The OLEDB providers tree is located on the left side of the OLEDB tab.  It shows all the available OLEDB providers and enumerators on your computer.

ODBC - ODBC is another (older) standard to access relational and flat database systems. ODBC drivers can provide access to the same databases as OLEDB (SQL Server, Oracle, MySQL, DB2, etc.). ODBC drivers tree is located on the left side of the ODBC tab.  It shows all the ODBC data sources available on your computer.  Use "ODBC Data Source Administrator" from the Administrative tools on your computer to create new and modify existing ODBC connections.