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This is simple to achieve. Add a Data Store connection to the database, then right-click on Reference Data in the tree, and select New Lookup, then select External Data as the source for the lookup on the first page of the wizard. You can then select which table, the lookup column or columns and the return column or columns.
Make sure you have suitable indexes for the lookup in the DB for efficient performance.
In general, EDQ supports three types of lookup into reference data:
1. Using Reference Data mastered in EDQ
This is ideal when using simple lists or maps as 'DQ rules' that you may wish to derive or add to profiling or from iterative development of DQ services.
2. Using Staged Data not mastered in EDQ but captured and indexed for lookup purposes by EDQ
Ideal if you have reference data in a file format, but which may change outside of your control; for example, list data from the internet
3. Using External Data not mastered in EDQ, and looked up dynamically
This is ideal if you need a dynamic lookup into data that changes in a database externally, or simply if you want to master all reference data outside of the DQ environment.
See the online help for more details: