When you connect to your database, PowerDesigner can communicate with it for reverse-engineering, generation or any other form of request.
ODBC machine data source (see Configuring ODBC machine and file data sources)
ODBC file data source (see Configuring ODBC machine and file data sources) - use the tool to the right of the data source field to browse to a new file
Connection profile (see Configuring connection profiles) - use the tools to the right of the data source field to browse to a new directory or file
You can use the Modify and Configure buttons to modify or configure your connection.
You stay connected until you disconnect or terminate the shell session.