I think this is too specific for a KB, so I hoipe this is useful to someone!
You can use the workflow create a "JDBC url" to create a valid jdbc connection which you can then copy pasta into the "add a database" Dialog. I think it is a bit unclear however on how to get it to use Windows authentication! If you add:
Where DOMAIN is your domain, it should work. Your username is just the user without the domain. The full example string is:
Hope this helps,