When you choose to authenticate against an external database, you must tell Moodle how to connect to that database. To get to these settings, click on the Settings link for the source.
The exact settings that you need to connect are a little different for each type of database. The best way to obtain the information that you need is to ask the administrator of the database that you want to authenticate against. You can take a screenshot of the Settings page for the authentication method and send it to the database administrator.