The EntityDataSource component passes a connection string to the specified EF data model, which allows the Report Designer to execute the data context and get the available fields for design purposes.
Thus you need to configure the EF based on the desired database, and make the database accessible remotely. Please contact you system administrators to configure the SQL server and test connecting from your machine. Once configured, check what connection string should be used and use it on configuring the EntityDataSource
I hope this information is helpful.
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