
Explanation/Reference:
Note:
* To include data in a report, you must first create data connections, also known as data sources, and then create datasets.
* A data connection includes the data source type, connection information, and the type of credentials to use. There are two types of data sources: embedded and shared. An embedded data source is defined in the report and used only by that report (fits this scenario). A shared data source is defined independently from a report and can be used by multiple reports.
* Built-in data extensions include the following data connection types:
Microsoft SQL Server

Microsoft SQL Server Analysis Services

Microsoft SharePoint List

Windows Azure SQL Database

Etc.
* Expression-based connection strings are evaluated at run time. For example, you can specify the data source as a parameter, include the parameter reference in the connection string, and allow the user to choose a data source for the report.
* Credentials You provide the credentials that are needed to access the data. The data source owner must have granted you the appropriate permissions to access both the data source and the specific data on the data source.
Reference: Data Connections, Data Sources, and Connection Strings (SSRS)