concatenating fields work in the same way as FDM. You don't really need a script for that.
For example if you have your file as:
and your source account is Field1_Field2, then you can configure your import format to have three lines for Account dimension:
Line 1 - Field number = 1
Line 2 - Field number = 1 and Expression is _
Line 3 - Field number = 2
You can also use import scripts if you consider. In FDMEE, import scripts must be implemented in Jython. You have few examples in the admin guide.
Hope that helps
Integration scripts are different than Classic FDM.
You can use Open Interface adapter as source. You will have to move data from your SQL database into the Open Interface table. There is an example on Page 263 to load data from database into OI table.
Hope that clarifies
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