How is called Data Connection?

Hey!

I am doing this tutorial https://youtu.be/QEoYxYtDKi0?t=454. He is using a Database Connection, but now that is called Database Query.

Which one I have to select?

DB connection step is no longer required. Just skip that step.
And no, its not called query now. Connection was a different step in the past. Now removed.
Query is still the same.

Understand! Thank you!