Creating Integration in EPM to extract data to FDI

Summary:

We are trying to following this Doc: to load data from EPM into FDI. However, when our EPM user goes to create an integration (Step 1), they are also asked to create a connection to FDI within EPM. The FDI Doc doesn't cover this so we're not clear what we did wrong or what we should be using here. I think once we are past this step we have a good understanding of what needs done.

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