When using Revit DB Link, you connect to an existing database, or create a new connection. Then you can link between Revit and the database.
Connecting to Revit DB Link
Click Add-Ins tabRevit DB Link panelRevit DB Link. The Link Revit Model with Database dialog displays. This dialog is used to create database connections, and move Revit data in and out of the database.
Creating the ODBC Connection
Before exporting and importing data between a Revit project and an ODBC database, Revit DB Link requires you to set up the database.