I would definitely recommend creating your own app space where you would build your dashboards. This gives you full control over the navigation and content, without affecting external apps like DB Connect that you would download and install.
After creating your own app, you can go ahead and move your dashboard from DB Connect to your app by doing the following:
Go to "Settings > User interface" found in the top right of the screen
Set the App context to "Splunk DB Connect (dbx)"
Locate your dashboard
Click "move" action
Then select your app
After doing so, you should now see this dashboard in the dashboard listing page that is part of your app.