Click Add, then put in your database connection parameters, where:
TNS Name is the name you personally chose to describe this database connection.
Host is the server location. e.g. csvloader.sourceforge.edu.
Port is the number that channels connections from CSV Loader to the database within a server. e.g. 1521.
SID is Service ID for Oracle, Schema for MySQL, and Database for PostgreSQL. e.g. PROD.
Finally, click "Save" and your installation is now complete.