I tried few methods which provided by Splunk Doc
Method 1. Download the add-on from Splunkbase. Then upload the installation package to Splunk.
Method 2. Search "DB connect" in my Splunk. Then click "install" button to install it directly.
Method 3. Download the installation package. Then place it in "$SPLUNK_HOME/etc/apps"
I have tried to remove it and install. But the problem still.
Moreover, I have upgrade my Splunk from version 6.3.3 to 6.5.3 before I install the DB connect v3
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