First, please see this whitepaper for how to create a source system and datasource (db connect):
http://scn.sap.com/docs/DOC-11704
For more details for the procedure for how to create a db connect datasource, please refer to the following link:
https://help.sap.com/saphelp_nw73/helpdata/en/4a/1a67f677b81b45e10000000a42189c/frameset.htm
For help specific to ORA db connect datasources, please see the following OSS:
518241 - DB Connect in BW for an external Oracle database