Hi Miguel Reig,
The database address can be specified in the App.config of the NorthwindLibrary project.
Note that if the database does not exist on the new server, you have to set the "UpdateDatabase" property of the project to "True". This will enable the creation of the database. Nevertheless, the tables will be empty.
You can just re-Enable the project if you do not want to edit the App.config file manually. This way you will be able to test the connection as well.
Configuration for Oracle is similar, just point the server address in the Enable project wizard.
All the best,
the Telerik team