For undefined/unsupported databases, you'll need to:
Install JDBC driver file.
Add custom database to db_connection_type.conf
example of db_connection_type.conf:
[dummy_DB_type]
displayName = dummy_DB
serviceClass = com.splunk.dbx2.DefaultDBX2JDBC
jdbcDriverClass = $JDBC driver class$
jdbcUrlFormat = $JDBC URI Format$
ui_default_catalog = $database$
Once you restarted Splunk, you can go configuration -> Connections -> New connection.
dummy_DB should be available in dropdownlist of "Connection Type"
your can also refer here:
https://docs.splunk.com/Documentation/DBX/latest/DeployDBX/Installdatabasedrivers#Install_drivers_for_other_databases
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