Hi,
If you are using Impromptu, you would need to create a 'catalog' that has the necessary information on where the table are located and how they are related to each other and so on.
So, to start with you would need to create a catalog, before which you would have to define the database connection parameters from Impromptu.
I'd suggest 'Discovering Impromptu' as the PDF file that you would want to read. It should be available as a part of your installation.
-Coneho