This dialog allows you to locate your database. Use the Directories window to find the folder in which the database is located, the list of databases in the folder is shown in the Database Name window on the left of the dialog:

Click on the OK button when you have found the database you want to use as the Data Source for this DSN. In the illustration above, the DSN is made up of a Microsoft Access ODBC driver and the Access database named Portfolio.mdb. The name given to the DSN is Catalogue.