With XAF we intentionally removed the "Add Data Source" button from the Report Designer invoked in XAF apps to prevent issues when this option was incorrectly used (v18.1.4+).
We also removed the "Add Report Data Source…" option from the runtime report designer (15.2.5+)
If you are sure about your actions and want to enable this capability, you can add the following code into the YourSolutionName.Win/WinApplication.cs file:
C#protected override void OnLoggedOn(LogonEventArgs args) {
base.OnLoggedOn(args);
DevExpress.ExpressApp.ReportsV2.Win.ReportDesignerTypeDescriptionProvider.RemoveProvider();
}
Take special note that in the ASP.NET report designer, using new SQL data sources is NOT disabled by XAF, because a developer must predefine them in code. Please review the End-User Report Designer for ASP.NET > Wizards > SQL Data Source Wizard and End-User Report Designer for ASP.NET > Developer Guidelines > Register Default Data Connections articles to ensure that you have provided any data connection for the report designer.