QIE by default ships with the Microsoft SQL Server database connection drivers. If you are trying to connect to any other database platform like Oracle or MYSQL the database drivers will need to be downloaded and installed in the QIE lib directory and enabled under the optional modules in the system settings.
For more information on how to add JDBC database drivers either click on the QIE Help menu and choose the "How to Add JDBC Drivers to QIE" manual or you can follow the link in the database connection dialogue box.
