Creating a data source can be done within your Media3 control panel.
Once logged in to your acount, select "My Cloud Services" your account will load on the right and you can then click the Windows logo to manage your cloud service. A new menu will load on the left and you will see the option titled "Data Sources". Click this and a set of tabs will load on the right "Add MS Access DSN", "Add MS SQL DSN", and Add MySQL DSN". Click the tab for the type of datasource you would like to add. Fill out the information and then click "Submit". You will see a message confirming that your new datasource has been added.