If the InterSystems client tools are installed on your machine, the instances you connect to are already registered locally. There is no reason to retype their details.
Import the locally registered instances
Open the menu Tools → Import Caché Connections. SQL DATA LENS reads the locally known IRIS and Caché instances and lists them, and every connection you add from that list arrives with its details already filled in — host, port and namespace come from the local registration, so all you supply is the login.
This is the fastest way to populate a fresh installation on a machine you already work on. The imported entries are ordinary connections afterwards: you can rename them, move them into server groups, and change the driver version or the namespace options at any time.
After importing
Check the driver version on each imported connection. The local registration says where the instance is, not which JDBC driver to use, so SQL DATA LENS applies its default — choose a bundled driver from the same release as the server, or newer.
From there, the Server Navigator shows every namespace on each imported server, and the SQL editor is a right-click away. For connections that are not registered locally, set them up by hand as described in setting up a connection to InterSystems IRIS or Caché.
Not installed yet? Start at the download page.