The Database code generator provided by Admin Script Editor uses the standard database connection dialog provided by Windows, so you may already be familiar with how to make a connection...
On the Provider tab, select the database provider for your database. For SQL databases, this is the "Microsoft OLE DB Provider for SQL Server". For Access, you will choose either "Microsoft Jet 4.0 OLE DB Provider" (for versions prior to Office 2007). And for Access 2007, you may choose the "Microsoft Office 12.0 Access Database Engine OLE DB Provider".
Press the "Next" button or select the "Connection" tab. Here you will choose the server or location, specify connection credentials and which database on the server it is you wish to work with.
Once you have added a database, it will appear in the list of connections so you can DB Wizard: Choose Items.