The connection window is the first window you see upon starting either the Rack Data Editor or the Runner. It allows you to specify which database server you want to connect to.
This window has four fields, each for specifying the parameters of the database server connection. They all have useful default values; most of the time you won't need to change them.
This is the IP address or hostname of the database server. If the MySQL server is running on the same machine as the Rack Data Editor, this should be 127.0.0.1 (localhost).
This is the name of the database in MySQL that holds the rack data. It is normally "plum_data". You would only need to change this if you were using more than one rack set at a time, and wanted to switch between them.
This is your username in MySQL. It is set when you install MySQL. Normally it is "root", but may change depending on your MySQL installation.
This is the password to your MySQL username. It defaults to "blah" but should probably be changed.
Selecting this makes any error messages that come up (stack traces for exceptions, usually) go to the database window instead of the console window. Normal output from the program will go to the database window regardless; the only reason you would uncheck this is if you wanted to redirect error output to a log file or something.