How to connect SAP BW with SQL Server 2005

     Hello! good day, first of all, i want to tell you I am new in the group and i am not sure if I should ask  here in  this section.

I'm in BW but need help with connections
I am on  the server SAP BW using the rsa1 transaction, so I have a sql server database on other server, they have permission to connect through TSQL.
I would like to know what are the steps necessary to make a connection to sql server and pull data from it.

Thank you for your advices